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Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano, (2021)
Inference in vector autoregressions with integrated time series ; 1
Warne, Anders, (1991)
Inference in vector autoregression with integrated time series
Cointegration, forecasting, and some linear rational expectations models
Warne, Anders, (1989)
Vector autoregressions and common trends in macro and financial economics
Warne, Anders, (1990)