Pages that link to "Item:Q1128547"
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The following pages link to Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547):
Displaying 8 items.
- Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163) (← links)
- Testing misspecified cointegrating relationships (Q1274178) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
- Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
- Distributions of error correction tests for cointegration (Q4416010) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)