Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Dufour, Jean-Marie, (2005)

Asymptotic distribution of a simple linear estimator for VARMA models in echelon form

Dufour, Jean-Marie, (2005)

Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models

Dufour, Jean-Marie, (2011)