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Lag length estimation in large dimensional systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1999
Persistent link: https://www.econbiz.de/10001423301
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000944149
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147
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The allocation of public consumption expenditure in the UK
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944151