Pages that link to "Item:Q1867722"
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The following pages link to Semi-nonparametric cointegration testing (Q1867722):
Displaying 9 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests (Q2767966) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)