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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo, (2000)
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W., (1999)
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J., (1999)
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B., (1992)
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B., (1991)
Partially identified econometric models
Phillips, Peter C. B., (1989)