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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Published online by Cambridge University Press:  11 February 2009

Paolo Paruolo
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Econometric Theory , Volume 10 , Issue 2 , June 1994 , pp. 449
Copyright
Copyright © Cambridge University Press 1994

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References

1. Paruolo, P. Asymptotic inference on the moving average impact matrix in cointegrated I(1) systems. Econometric Theory (1992).Google Scholar
2. Phillips, P.C.B. Optimal inference in cointegrated systems. Econometrica 59 (1991): 283–306.10.2307/2938258CrossRefGoogle Scholar