Pages that link to "Item:Q1351113"
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The following pages link to On cointegration tests for VAR models with drift (Q1351113):
Displaying 4 items.
- A unifying theory of tests of rank (Q2397723) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Some tests for parameter constancy in cointegrated VAR‐models (Q4488945) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)