Normal estimators for cointegrating relationships (Q1391055): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
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+Q3794956
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+Normal rank
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
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+Fully Modified Least Squares and Vector Autoregression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank