Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables

Chao, John C., (2002)

Uniform inference in panel autoregression

Chao, John C., (2019)

Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

Chao, John C., (1999)