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Large sample estimation and testing procedures for dynamic equation systems

, and . Journal of Econometrics, 12 (3): 251--283 (April 1980)

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Testing the dynamic specification of an econometric model with an application to Belgian data. European Economic Review, 8 (3): 269--289 (October 1976)Large sample estimation and testing procedures for dynamic equation systems, and . Journal of Econometrics, 17 (1): 131--138 (September 1981)On univariate time series methods and simultaneous equation econometric models. Journal of Econometrics, 5 (3): 379--388 (May 1977)Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation., , and . Manag. Sci., 61 (9): 2185-2202 (2015)Time series analysis and simultaneous equation econometric models, and . Journal of Econometrics, 2 (1): 17--54 (May 1974)Large sample estimation and testing procedures for dynamic equation systems, and . Journal of Econometrics, 12 (3): 251--283 (April 1980)Correction, and . Econometrica, 68 (5): 1293--1293 (245 09 2000)doi: 10.1111/1468-0262.00159.Common cyclical features analysis in VAR models with cointegration, , and . Journal of Econometrics, 132 (1): 117--141 (May 2006)Advances in Econometrics, , and . Volume 15, chapter Testing for common cyclical features in nonstationary panel data models, page 131--160. JAI, (2000)Wald Criteria for Jointly Testing Equality and Inequality Restrictions, and . Econometrica: Journal of the Econometric Society, 54 (5): 1243--1248 (1986)