Pages that link to "Item:Q1849314"
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The following pages link to Cointegration in VAR(1) process. Characterization and testing (Q1849314):
Displaying 6 items.
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- A distance measure between cointegration spaces (Q1589598) (← links)
- Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS (Q4954305) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)