Puntanen, Simo; Styan, George P. H.; Tian, Yongge Three rank formulas associated with the covariance matrices of the BLUE and the OLSE in the general linear model. (English) Zbl 1072.62049 Econom. Theory 21, No. 3, 659-663 (2005). MSC: 62H12 62J05 PDFBibTeX XMLCite \textit{S. Puntanen} et al., Econom. Theory 21, No. 3, 659--663 (2005; Zbl 1072.62049) Full Text: DOI
Johansen, Søren; Lütkepohl, Helmut A note on testing restrictions for the cointegration parameters of a VAR with \(I(2)\) variables. (English) Zbl 1074.62057 Econom. Theory 21, No. 3, 653-658 (2005). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{H. Lütkepohl}, Econom. Theory 21, No. 3, 653--658 (2005; Zbl 1074.62057) Full Text: DOI
Lodewijks, John [Kmenta, Jan] The ET interview: Professor Jan Kmenta. Interviewed by John Lodewijks. (English) Zbl 1072.01519 Econom. Theory 21, No. 3, 621-645 (2005). MSC: 01A70 91-03 62-03 PDFBibTeX XMLCite \textit{J. Lodewijks}, Econom. Theory 21, No. 3, 621--645 (2005; Zbl 1072.01519) Full Text: DOI
Wang, Zijun; Bessler, David A. A Monte Carlo study on the selection of cointegrating rank using information criteria. (English) Zbl 1072.62085 Econom. Theory 21, No. 3, 593-620 (2005). MSC: 62M10 65C05 65C60 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{D. A. Bessler}, Econom. Theory 21, No. 3, 593--620 (2005; Zbl 1072.62085) Full Text: DOI
Perron, Pierre; Vodounou, Cosme The variance ratio test: an analysis of size and power based on a continuous-time asymptotic framework. (English) Zbl 1072.62105 Econom. Theory 21, No. 3, 562-592 (2005). MSC: 62P05 62E20 PDFBibTeX XMLCite \textit{P. Perron} and \textit{C. Vodounou}, Econom. Theory 21, No. 3, 562--592 (2005; Zbl 1072.62105) Full Text: DOI
Nielsen, Bent Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms. (English) Zbl 1085.62105 Econom. Theory 21, No. 3, 534-561 (2005). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Nielsen}, Econom. Theory 21, No. 3, 534--561 (2005; Zbl 1085.62105) Full Text: DOI
Bjerkholt, Olav Frisch’s econometric laboratory and the rise of Trygve Haavelmo’s probability approach. (English) Zbl 1117.91300 Econom. Theory 21, No. 3, 491-533 (2005). MSC: 91-03 01A70 PDFBibTeX XMLCite \textit{O. Bjerkholt}, Econom. Theory 21, No. 3, 491--533 (2005; Zbl 1117.91300) Full Text: DOI