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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
, 1991S. Johansen
semanticscholar +1 more source
Structural Model Evaluation and Modification: An Interval Estimation Approach.
Multivariate Behavioral Research, 1990J. H. Steiger
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Novel approach to nonlinear/non-Gaussian Bayesian state estimation
, 1993N. Gordon +2 more
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Review of Economics and Statistics, 1998J. Driscoll, Aart C. Kraay
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Multivariate Density Estimation, Theory, Practice and Visualization
, 1992D. W. Scott
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