Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• Estimating systems of trending variables (Q4853084) (← links)
• State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) (Q4862281) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
• Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
• TIME-VARYING COINTEGRATION (Q4933586) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• Simulating competing cointegration tests in a bivariate system (Q4935475) (← links)
• Pairs trading with partial cointegration (Q4957234) (← links)
• Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction (Q4957266) (← links)
• Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
• Estimation of error correction model with measurement errors (Q5036886) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
• Panel Data Analysis (Q5049447) (← links)
• Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators (Q5068096) (← links)
• Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs (Q5077946) (← links)
• Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
• Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
• Meta fuzzy index functions (Q5083658) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis (Q5090566) (← links)
• Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415) (← links)
• Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model (Q5123604) (← links)
• Violent crime and incentives in the long-run: evidence from England and Wales (Q5124790) (← links)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
• Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis (Q5130184) (← links)
• An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
• On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• Time Series Analysis of Relationships Among Crypto-asset Exchange Rates (Q5148845) (← links)
• Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates (Q5148847) (← links)
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
• Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation (Q5177972) (← links)
• Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
• Analysis of cointegrated models with measurement errors (Q5222362) (← links)
• Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
• Correlations between stock returns and bond returns: income and substitution effects (Q5247281) (← links)
• HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
• Cointegrated VARIMA Models: Specification and Simulation (Q5252808) (← links)
• AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
• Basis risk modelling: a cointegration-based approach (Q5276179) (← links)
• A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
• Normalization in Econometrics (Q5292349) (← links)
• Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
• Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
• INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)