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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Published online by Cambridge University Press:  11 February 2009

Abstract

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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): 283306.10.2307/2938258CrossRefGoogle Scholar