Modified Wald tests under nonregular conditions (Q1362502): Difference between revisions

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+Helmut Lütkepohl
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+MaRDI publication profile
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+Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
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+Alternative forms of the wald test: how long is a piece of string?
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+Making wald tests work for cointegrated VAR systems
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+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+Q4001588
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+Statistical inference in vector autoregressions with possibly integrated processes
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