Narrow search
Showing 1 - 4 of 4
Cover Image
Estimation of the covariance matrix of the least-squares regression coefficients when the disturbance covariance matrix is of unknown form
Keener, Robert W. - In: Econometric theory 7 (1991) 1, pp. 22-45
Persistent link: https://www.econbiz.de/10001111341
Cover Image
The ET interview: Professor Jan Kmenta
Kmenta, Jan; Lodewijks, John Kees - In: Econometric theory 21 (2005) 3, pp. 621-645
Persistent link: https://www.econbiz.de/10002794781
Cover Image
ESTIMATION-ADJUSTED VAR
Gourieroux, Christian; Zakoïan, Jean-Michel - In: Econometric theory 29 (2013) 4, pp. 735-770
Persistent link: https://www.econbiz.de/10010155200
Cover Image
STOCHASTIC UNIT ROOT MODELS
Gourieroux, Christian; Robert, Christian Y. - In: Econometric theory 22 (2006) 6, pp. 1052-1090
Persistent link: https://www.econbiz.de/10007393747