Pages that link to "Item:Q1372924"

The following pages link to Testing cointegration in infinite order vector autoregressive processes (Q1372924):

Displaying 33 items.

• General-to-specific or specific-to-general modelling? An opinion on current econometric terminology (Q278257) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
• Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
• On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
• A lag augmentation test for the cointegrating rank of a VAR process (Q1285813) (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Analysis of cointegrated VARMA processes (Q1371369) (← links)
• Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
• Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
• Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• A modified information criterion for cointegration tests based on a VAR approximation (Q2886962) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
• Intersection tests for the cointegrating rank in dependent panel data (Q5088013) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
• The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
• Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
• A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
• Semiparametrically optimal cointegration test (Q6600012) (← links)