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The Influence of Var Dimension...
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ECONIS (ZBW)
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1
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
2
Rejoinder to comment Doornik, Nielsen, and Rothenberg
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 385-386
Persistent link: https://www.econbiz.de/10001731138
Saved in:
3
Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Practical issues in cointegration analysis
,
(pp. 117-156)
.
1999
Persistent link: https://www.econbiz.de/10001550932
Saved in:
4
Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
Saved in:
5
Approximating the distributions of econometric estimators and test statistics
Rothenberg, Thomas J.
-
1992
Persistent link: https://www.econbiz.de/10001327470
Saved in:
6
Testing for unit roots in AR and MA models
Rothenberg, Thomas J.
- In:
Applications of differential geometry to econometrics
,
(pp. 281-293)
.
2000
Persistent link: https://www.econbiz.de/10001554932
Saved in:
7
Some elemetary distribution theory for an autogression fitted to a random walk
Rothenberg, Thomas J.
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 355-361
Persistent link: https://www.econbiz.de/10001715759
Saved in:
8
Incredible structural inference
Rothenberg, Thomas J.
- In:
Identification and inference for econometric models : …
,
(pp. 3-10)
.
2005
Persistent link: https://www.econbiz.de/10003351907
Saved in:
9
Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A.
- In:
Practical issues in cointegration analysis
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001550935
Saved in:
10
Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A.
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 573-593
Persistent link: https://www.econbiz.de/10001400863
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