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A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H. - In: Economics letters 59 (1998) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
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Book review: mathematical and statistical foundations
Davidson, James E. H. - In: Econometric reviews 26 (2007) 5, pp. 605-607
Persistent link: https://www.econbiz.de/10003549337
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Stochastic limit theory : an introduction for econometricians
Davidson, James E. H. - 2021 - Second edition
Persistent link: https://www.econbiz.de/10012626149
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Stochastic limit theory : an introduction for econometricians
Davidson, James E. H. - 1994
Persistent link: https://www.econbiz.de/10013480046
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Consistent model specification testing
Davidson, James E. H.; Halunga, Andreea G. - 2013
Persistent link: https://www.econbiz.de/10010343739