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Mathematical Appendices to : 'Stop-Outs Under Serial Correlation'
Bailey, David H., (2015)
The empirical process of autoregressive residuals
Engler, Eric, (2009)
Engler, Eric, (2007)
A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo, (2010)
Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo, (2018)
The integration order of vector autoregressive processes
Franchi, Massimo, (2006)