Exact Geometry of Autoregressive Models
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Other versions of this item:
- Kees Jan van Garderen, 1999. "Exact Geometry of Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(1), pages 1-21, January.
- van GARDEREN, Kees Jan, 1999. "Exact geometry of autoregressive models," LIDAM Reprints CORE 1385, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Cited by:
- van Garderen, Kees Jan & Peter Boswijk, H., 2014.
"Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors,"
Economics Letters, Elsevier, vol. 122(2), pages 224-228.
- Kees Jan van Garderen & H. Peter Boswijk, 2013. "Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors," UvA-Econometrics Working Papers 13-05, Universiteit van Amsterdam, Dept. of Econometrics.
- Bernardo M. Lagos & Pedro A. Morettin, 2004. "Improvement of the Likelihood Ratio Test Statistic in ARMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 83-101, January.
- Canepa Alessandra, 2022.
"Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors,"
Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
- Canepa, Alessandra, 2021. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202108, University of Turin.
- J. Roderick McCrorie, 2021. "Moments in Pearson's Four-Step Uniform Random Walk Problem and Other Applications of Very Well-Poised Generalized Hypergeometric Series," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 244-281, November.
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Keywords
Differential geometry; statistical curvature; time series; curved exponential models; exact distribution theory;All these keywords.
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