Pages that link to "Item:Q1104685"

The following pages link to Statistical analysis of cointegration vectors (Q1104685):

Displaying 50 items.

• A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
• Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
• Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
• Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model (Q2699609) (← links)
• The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
• Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares (Q2744947) (← links)
• Booststrapped johansen tests for cointegration relationships: a graphical analysis (Q2747231) (← links)
• Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
• Nonparametric transformation regression with nonstationary data (Q2786679) (← links)
• The Comparison of Performances of Widely Used Cointegration Tests (Q2816740) (← links)
• A simple solution for spurious regressions (Q2830774) (← links)
• Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (Q2851992) (← links)
• Combining non-cointegration tests (Q2852482) (← links)
• Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
• Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
• A modified information criterion for cointegration tests based on a VAR approximation (Q2886962) (← links)
• Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
• (Q2971499) (← links)
• (Q2971501) (← links)
• Statistical analysis of firm interdependence using duration data—parametric approach (Q2974929) (← links)
• CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
• A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
• The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
• Forecasting inflation in Malaysia (Q3065545) (← links)
• Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Identifying small mean-reverting portfolios (Q3169214) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028) (← links)
• EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
• BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
• Semiparametric cointegrating rank selection (Q3406055) (← links)
• A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
• Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
• Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972) (← links)
• Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
• Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
• Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
• MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION (Q3503181) (← links)
• TESTING PPP BY MEANS OF ZNZ PATTERNED VECM (Q3520537) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• The Wald-Type Test of a Normalization of Cointegrating Vectors (Q3542425) (← links)
• Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
• ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)