//-->
Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano, (2021)
Inference in vector autoregression with integrated time series
Warne, Anders, (1991)
Inference in vector autoregressions with integrated time series
Optimal instrumental variables estimation for ARMA models
Kuersteiner, Guido M., (1999)
Rate-adaptive GMM estimators for linear time series models
Kuersteiner, Guido M., (2002)
Efficient IV estimation for autoregressive models with conditional heterogeneity
Kuersteiner, Guido M., (1998)