✦ LIBER ✦

A Wald test of restrictions on the cointegrating space based on Johansen's estimator

✍ Scribed by James Davidson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the moments of the Wald's esti

✍ Y. P. Gupta; 📂 Article 📅 1970 🏛 John Wiley and Sons 🌐 English ⚖ 379 KB

On the corrections to the Wald test of n

✍ Silvia L. de Paula Ferrari; Francisco Cribari-Neto 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 411 KB

A Regression-Type Estimator Based on Pre

✍ J. E. Grimes and B. V. Sukhatme 📂 Article 📅 1980 🏛 American Statistical Association 🌐 English ⚖ 856 KB

Corrections: Resume to Accompany The Lin

📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 186 KB

Derivation of the Stress Tensor Operator

✍ Shizume, K. 📂 Article 📅 1989 🏛 Institute of Pure and Applied Physics 🌐 English ⚖ 356 KB

A Note on the Efficiency of the Wald Seq

✍ Edward Paulson 📂 Article 📅 1947 🏛 Institute of Mathematical Statistics ⚖ 422 KB