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Browsing by Author « Jouini, Tarek »

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Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie; Jouini, Tarek
Issue Date : 2005-02

Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
Dufour, Jean-Marie; Jouini, Tarek
Issue Date : 2011-02

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
Dufour, Jean-Marie; Jouini, Tarek
Issue Date : 2005-08

Showing results 1 to 3 of 3

 

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