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Title:Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative Author(s):BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut
Date:2004Type:Working PaperSeries/Number:EUI ECO; 2004/20
Date:2004Type:Working PaperSeries/Number:EUI ECO; 2004/20
Title:Comparison of model reduction methods for VAR processes Author(s):BRUEGGEMANN, Ralf; KROLZIG, Hans-Martin; LUETKEPOHL, HelmutDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/19
Date:2002Type:Working PaperSeries/Number:EUI ECO; 2002/19