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Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino - In: Econometric reviews 38 (2019) 3, pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
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Estimation and Asymptotic Inference in the AR-ARCH Model
Lange, Theis; Rahbek, Anders; Jensen, Sren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-154
Persistent link: https://www.econbiz.de/10008813123