The following pages link to (Q4255118):
Displayed 7 items.
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- An empirical method for assessing the research relevance gap (Q1038361) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)