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Publications

by members of

Econometrics and Applied Statistics Unit
Joint Research Centre
European Commission
Ispra, Italy

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2015

  1. Edoardo Di Porto & Leandro Elia, 2015. "Estimating Labor Demand Function in the Presence of Undeclared Labour: A Look Behind the Curtain," CSEF Working Papers 389, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

2014

  1. Mosconi, Rocco & Paruolo, Paolo, 2014. "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper 53589, University Library of Munich, Germany.
  2. Massimo Franchi & Paolo Paruolo, 2014. "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2014/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  3. Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
  4. Vincenzo Bove & Leandro Eliay & Ron P Smith, 2014. "The relationship between panel and synthetic control estimators of the effect of civil war," BCAM Working Papers 1406, Birkbeck Centre for Applied Macroeconomics.
  5. Vertesy D., 2014. "Successive leadership changes in the regional jet industry," MERIT Working Papers 046, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  6. Elena Claudia Meroni & Giovanni Abbiati, 2014. "Gender differences in exposure to more instruction time. Evidence from Italy," Working Papers 064, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
  7. Andrea Morescalchi & Fabio Pammolli & Orion Penner & Alexander M. Petersen & Massimo Riccaboni, 2014. "The evolution of networks of innovators within and across borders: Evidence from patent data," Working Papers 1/2014, IMT Institute for Advanced Studies Lucca, revised Jan 2014.
  8. Morescalchi, Andrea, 2014. "The puzzle of job search and housing tenure. A reconciliation of theory and empirical evidence," MPRA Paper 59079, University Library of Munich, Germany.
  9. Andrea Saltelli & Catalin Dragomirescu-Gaina, 2014. "New Narratives for the European Project," The Other Canon Foundation and Tallinn University of Technology Working Papers in Technology Governance and Economic Dynamics 59, TUT Ragnar Nurkse School of Innovation and Governance.

2013

  1. Vincenzo Bove & Leandro Elia & Petros G. Sekeris, 2013. "U.S. Security Strategy and the Gains from Bilateral Trade," Working Papers 1302, University of Namur, Department of Economics.
  2. Edoardo Di Porto & Leandro Elia & Cristina Tealdi, 2013. "The "emersion" effect: an ex post and ex ante social program evaluation on labor tax evasion in Italy," Working Papers 2/2013, IMT Institute for Advanced Studies Lucca, revised Jun 2013.
  3. Battistin, Erich & Meroni, Elena Claudia, 2013. "Should We Increase Instruction Time in Low Achieving Schools? Evidence from Southern Italy," IZA Discussion Papers 7437, Institute for the Study of Labor (IZA).
  4. Andrea Morescalchi & Fabio Pammolli & Orion Penner & Petersen Alexander M., 2013. "Networks of innovators within and across borders. Evidence from patent data," Working Papers 4/2013, IMT Institute for Advanced Studies Lucca, revised Aug 2013.
  5. Alessandra Caretta & Sara Flisi & Cecilia Frale & Michele Raitano & Simone Tedeschi, 2013. "T-DYMM : the treasury dynamic microsimulation model of the Italian pension system," Working Papers 11, Department of the Treasury, Ministry of the Economy and of Finance.

2012

  1. Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," Working Paper Series 56_12, The Rimini Centre for Economic Analysis, revised Aug 2012.

2011

  1. Massimo Franchi & Paolo Paruolo, 2011. "Normal forms of regular matrix polynomials via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2011/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  2. Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods qf1113, Department of Economics, University of Insubria.
  3. Leandro Elia & Edoardo Di Porto, 2011. "Undeclared Work And Wage Inequality," Working Papers 201108, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
  4. Bove, Vincenzo & Elia, Leandro, 2011. "Drugs and Violence in Afghanistan: A Panel VAR with Unobserved Common Factor Analysis," NEPS Working Papers 2/2011, Network of European Peace Scientists.
  5. Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia, 2011. "Risky jobs and wage differentials An indirect test for segregation," Working Papers 144, University of Rome La Sapienza, Department of Public Economics.
  6. Arnstein Aassve, Elena Meroni, Chiara Pronzato & Elena Meroni & Chiara Pronzato, 2011. "Grandparenting and childbearing in the extended family," Working Papers 038, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
  7. Letizia Mencarini & Elena Meroni & Chiara Pronzato, 2011. "Leaving mum alone? The effect of parental divorce on children’s leaving home decisions," Working Papers 045, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
  8. Francesco Arzilli & Andrea Morescalchi, 2011. "Housing Tenure and Job Search Behaviour. A Different Analysis of the Impact of the UK Jobseeker’s Allowance," Discussion Papers 2011/111, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  9. Sara Flisi & Marcello Morciano, 2011. "Trends and dynamics in the Italian labour market. An empirical evaluation using RFL data, 1993-2007," Department of Economics 0661, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

2010

  1. Paolo Paruolo & Riccardo Girardi, 2010. "Wages and prices in Europe before and after the onset of the Monetary Union," Economics and Quantitative Methods qf1009, Department of Economics, University of Insubria.
  2. Paolo Paruolo & Rocco Mosconi, 2010. "Identification of cointegrating relations in I(2) vector autoregressive models," Economics and Quantitative Methods qf1007, Department of Economics, University of Insubria.
  3. Vincenzo Bove & Leandra Elia, 2010. "Supply-Side Peacekeeping: Theories and New Evidence from a Panel Data Analysis," Birkbeck Working Papers in Economics and Finance 1004, Birkbeck, Department of Economics, Mathematics & Statistics.
  4. Leandro Elia, 2010. "The Pathway To Permanent Jobs: A Time Event Analysis Of Young Italian Workers," Working Papers 201018, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
  5. Vertesy, Daniel & Szirmai, Adam, 2010. "Brazilian aerospace manufacturing in comparative perspective: A Brazil/USA comparison of output and productivity," MERIT Working Papers 032, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  6. Vertesy, Daniel & Szirmai, Adam, 2010. "Interrupted innovation: Innovation system dynamics in latecomer aerospace industries," MERIT Working Papers 059, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  7. Garrouste, Christelle & Kozovska, Kornelia & Arjona Perez, Elena, 2010. "Education and Long-Term Unemployment," MPRA Paper 25073, University Library of Munich, Germany.
  8. Sara Flisi & Marina Murat, 2010. "The hub continent? Immigrant networks, emigrant diasporas and FDI," Department of Economics 0628, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

2009

  1. Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno".
  2. Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia, 2009. "Do You Think Your Risk Is Fair Paid? Evidence From Italian Labor Market," LABORatorio R. Revelli Working Papers Series 89, LABORatorio R. Revelli, Centre for Employment Studies.
  3. Sara Flisi, 2009. "Assimilation and discrimination effects among the UK migrant labour force," Department of Economics 0621, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  4. Sara Flisi & Marina Murat, 2009. "Immigrant Links, Diasporas and FDI. An Empirical Investigation on Five European Countries," Department of Economics 0608, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

2008

  1. Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods qf0709, Department of Economics, University of Insubria.

2007

  1. Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia, 2007. "Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria.
  2. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  3. Marina Murat & Sara Flisi, 2007. "Migrant Business Networks and FDI," Center for Economic Research (RECent) 002, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

2006

  1. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria.
  2. Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria.
  3. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.

2005

  1. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
  2. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria.
  3. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods qf0509, Department of Economics, University of Insubria.

2004

  1. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  2. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria.
  3. Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.

2003

  1. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  2. Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria.
  3. Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods qf0316, Department of Economics, University of Insubria.

2002

  1. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
  2. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
  3. Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods qf0217, Department of Economics, University of Insubria.
  4. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria.

2001

  1. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.

1997

  1. Paolo Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.

1994

  1. Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.

1993

  1. Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.

1992

  1. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1992. "Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali," Working Papers 139, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.

1991

  1. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1991. "Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale," Working Papers 115, Dipartimento Scienze Economiche, Universita' di Bologna.

Undated

  1. Paruolo Paolo, . "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods qf0106, Department of Economics, University of Insubria.
  2. Paruolo Paolo, . "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods qf0007, Department of Economics, University of Insubria.
  3. Paruolo Paolo, . "The power of lambda max," Economics and Quantitative Methods qf0004, Department of Economics, University of Insubria.
  4. Paruolo Paolo, . "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods qf0112, Department of Economics, University of Insubria.

Journal articles

2015

  1. Massimiliano Caporin & Paolo Paruolo, 2015. "Proximity-Structured Multivariate Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 559-593, May.

2014

  1. Bove Vincenzo & Elia Leandro, 2014. "The impact of American and British involvement in Afghanistan and Iraq on health spending, military spending and economic growth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 15, January.
  2. Vincenzo Bove & Leandro Elia & Petros G. Sekeris, 2014. "US Security Strategy and the Gains from Bilateral Trade," Review of International Economics, Wiley Blackwell, vol. 22(5), pages 863-885, November.

2013

  1. Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
  2. Paolo Paruolo & Michaela Saisana & Andrea Saltelli, 2013. "Ratings and rankings: voodoo or science?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 609-634, 06.
  3. Vincenzo Bove & Leandro Elia, 2013. "Drugs and Violence in Afghanistan: A Panel Var With Unobserved Common Factor Analysis," Defence and Peace Economics, Taylor & Francis Journals, vol. 24(6), pages 535-554, December.
  4. Philippas, Dionisis & Siriopoulos, Costas, 2013. "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 161-176.

2012

  1. Caretta Alessandra & Flisi Sara & Frale Cecilia & Tedeschi Simone, 2012. "Il modello di microsimulazione T-DYMM: caratteristiche e potenzialità," Economia & lavoro, Carocci editore, issue 3, pages 61-78.
  2. Caretta Alessandra & Flisi Sara & Frale Cecilia & Tedeschi Simone, 2012. "Effetti della segmentazione del mercato del lavoro sulla ricchezza pensionistica nel sistema contributivo italiano," Economia & lavoro, Carocci editore, issue 3, pages 79-106.

2011

  1. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
  2. Vincenzo Bove & Leandro Elia, 2011. "Supplying peace: Participation in and troop contribution to peacekeeping missions," Journal of Peace Research, Peace Research Institute Oslo, vol. 48(6), pages 699-714, November.
  3. Flisi, Sara & Murat, Marina, 2011. "The hub continent. Immigrant networks, emigrant diasporas and FDI," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 796-805.

2010

  1. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  2. Leandro Elia, 2010. "Temporary/Permanent Workers' Wage Gap: A Brand-new Form of Wage Inequality?," LABOUR, CEIS, vol. 24(2), pages 178-200, 06.
  3. Chiara Franco & Kornelia Kozovska, 2010. "FDIs Productivity Spillovers in Regional Clusters: A Comparison between Poland and Romania," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 4, December.

2009

  1. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July.
  2. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.

2006

  1. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
  2. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.

2005

  1. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
  2. Paruolo, Paolo, 2005. "Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution," Econometric Theory, Cambridge University Press, vol. 21(03), pages 665-666, June.
  3. Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(01), pages 78-84, February.

2004

  1. Paruolo, Paolo, 2004. "04.3.1 An I(2) Model for VAR(1) Processes," Econometric Theory, Cambridge University Press, vol. 20(03), pages 639-640, June.
  2. Paruolo, Paolo & Phillips, Peter C.B., 2004. "NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August.

2002

  1. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
  2. Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June.
  3. Paruolo, Paolo, 2002. "Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems," Econometric Theory, Cambridge University Press, vol. 18(03), pages 673-690, June.

2001

  1. Paruolo, Paolo, 2001. " The Power of Lambda Max," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July.

2000

  1. Paruolo, Paolo, 2000. "Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems," Econometric Theory, Cambridge University Press, vol. 16(04), pages 524-550, August.

1999

  1. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.

1998

  1. Paolo Paruolo, 1998. "Tests of integration in circular autoregressive models," Statistical Methods and Applications, Springer, vol. 7(3), pages 297-306, December.

1997

  1. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.
  2. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
  3. Paruolo, Paolo, 1997. "Standard Errors for the Long-Run Variance Matrix," Econometric Theory, Cambridge University Press, vol. 13(02), pages 305-306, April.
  4. P. Paruolo & B. Nielsen, 1997. "Erratum to: The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, vol. 6(1), pages 93-95, April.

1996

  1. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.

1995

  1. Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(02), pages 402-402, February.

1994

  1. Vahid, Farshid & Alvarez, Luis J. & Dolado, Juan J. & Paruolo, Paolo & Zheng, John Xu, 1994. "Deriving Restricted Least Squares without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 10(02), pages 443-448, June.
  2. Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, vol. 3(1), pages 93-123, February.

1993

  1. Paruolo, Paolo, 1993. "The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix," Econometric Theory, Cambridge University Press, vol. 9(02), pages 314-314, April.
  2. Paruolo, Paolo, 1993. "Deriving Restricted Least Squares Estimator without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-314, April.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.