Pages that link to "Item:Q1667905"
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The following pages link to Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905):
Displaying 4 items.
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)