The following pages link to Ronald Bewley (Q1341186):
Displayed 6 items.
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- Moving average conditional heteroskedastic processes (Q1352226) (← links)
- Forecast accuracy, coefficient bias and Bayesian vector autoregressions (Q1614012) (← links)
- Controlling spurious drift (Q1927533) (← links)
- Tests for Cointegration Based on Canonical Correlation Analysis (Q4866625) (← links)