Hostname: page-component-cd9895bd7-jn8rn Total loading time: 0 Render date: 2024-12-26T06:58:54.813Z Has data issue: false hasContentIssue false
  • English
  • Français

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Published online by Cambridge University Press:  11 February 2009

Paolo Paruolo
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 10 , Issue 2 , June 1994 , pp. 449
Copyright
Copyright © Cambridge University Press 1994

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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