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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
Maynard, Alex
;
Shimotsu, Katsumi
- In:
Econometric theory
25
(
2009
)
1
,
pp. 63-116
Persistent link: https://www.econbiz.de/10008163719
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ECONOMETRIC THEORY by James Davidson, Blackwell Publishers, 2000
Maynard, Alex
- In:
Econometric theory
19
(
2003
)
4
,
pp. 665-674
Persistent link: https://www.econbiz.de/10006968106
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex
;
Shimotsu, Katsumi
- In:
Econometric theory
25
(
2009
)
1
,
pp. 63-116
Persistent link: https://www.econbiz.de/10003816218
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