Reference health
Testing for Common Features
27/27 checkable references clean · checked 2026-08-02
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 27 checked references that resolve
resolves10.1214/aoms/1177730090
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
resolves10.1080/03610928708829352
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model
resolves10.1080/01621459.1988.10478673
Nested Reduced-Rank Autoregressive Models for Multiple Time Series
resolves10.1080/01621459.1960.10483365
On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
resolves10.1080/07311768208800012
On unification of the asymptotic theory of nonlinear econometric models
resolves10.1016/0304-3932(89)90054-8
International evidence on the persistence of economic fluctuations
resolves10.1002/jae.3950040102
The dynamics of exchange rate volatility: A multivariate latent factor ARCH model
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/2297417
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses
resolves10.2307/1911873
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.1111/j.2517-6161.1959.tb00317.x
The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables
resolves10.1016/0304-3932(88)90037-2
Sectoral and national aggregate disturbances to industrial output in seven European countries
resolves10.1080/07350015.1989.10509742
Parsimonious Parameterization of Vector Autoregressive Moving Average Models
The 7 references without a DOI — listed, not checked
no DOI — not checkedBates , C. and White , H. 1988 . “Efficient Instrumental Variables Estimation of Systems of Implicit Heterogeneous Nonlinear Dynamic Equations With Nonspherical Errors,” . In Dynamic Econometric Modelling , Edited by: Barnett , W. A. , Berndt , E. R. and White , H. 1 – 25 . New York : Cambridge University Press .
no DOI — not checkedEngle , R. F. 1987 . “Multivariate ARCH With Factor Structures—Cointegration in Variance,” , University of California, San Diego, Dept, of Economics . Discussion Paper 87–27
no DOI — not checkedIzenman , A. J. 1980 . “Assessing Dimensionality in Multivariate Regression,” . In Handbook of Statistics , Edited by: Krishnaiah , P. R. Vol. 1 , 571 – 591 . Amsterdam : North-Holland .
no DOI — not checkedKozicki , S. 1992 . “Theory and Applications of Common Features,” , University of California, San Diego, Dept, of Economics . unpublished Ph.D. dissertation
no DOI — not checkedLin , W. L. 1989 . “The Sources of Intra-Daily Volatility in the Foreign Exchange Market—A Multivariate Factor GARCH Approach,” in “Heteroskedastistic Intra-Daily Volatility in the Foreign Markets—Estimation, Identification and Forecasting,” , University of California, San Diego, Dept, of Economics . unpublished Ph.D. dissertation
no DOI — not checkedTiao , G. and Tsay , R. 1987 . “Model Specification in Multivariate Time Series Models,” , Carnegie Mellon University, Dept, of Statistics . technical report
no DOI — not checkedVahid , F. and Engle , R. F. 1992 . “Common Trends and Common Cycles,” , University of California, San Diego, Dept, of Economics . Discussion Paper 92–04
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