Pages that link to "Item:Q1298439"
From MaRDI portal
The following pages link to Pitfalls in testing for long run relationships (Q1298439):
Displaying 17 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
