Pages that link to "Item:Q1808548"
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The following pages link to Weak exogeneity in \(I(2)\) VAR systems (Q1808548):
Displaying 17 items.
- Testing the nominal-to-real transformation (Q261895) (← links)
- Impact factors (Q265013) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- Exogeneity in error correction models (Q1308648) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- The weak sequential core for two-period economies (Q2491088) (← links)
- Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
- The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961) (← links)
- (Q2971499) (← links)
- An I(2) cointegration analysis of small‐country import price determination (Q4439298) (← links)
- MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)
