Pages that link to "Item:Q1341205"

The following pages link to Direct cointegration testing in error correction models (Q1341205):

Displaying 20 items.

• Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
• Autoregressive distributed lag models and cointegration (Q862779) (← links)
• Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
• Testing misspecified cointegrating relationships (Q1274178) (← links)
• Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• Econometric decision models. Proceedings of the 2nd International Conference held in Haus Nordhelle, Meinerzhagen, Nordrhein-Westfalen, Germany, August 29--September 1, 1989 (Q1347693) (← links)
• Stability tests in error correction models (Q1377329) (← links)
• Unifying Chow's demand for money via the multiple Cox test (Q1676713) (← links)
• Semi-nonparametric cointegration testing (Q1867722) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
• Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862) (← links)
• Distributions of error correction tests for cointegration (Q4416010) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
• Testing for cointegration in nonlinear asymmetric smooth transition error correction models (Q5083990) (← links)