Pages that link to "Item:Q1915441"
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The following pages link to Tests for cointegration. A Monte Carlo comparison (Q1915441):
Displaying 31 items.
- Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- The Comparison of Performances of Widely Used Cointegration Tests (Q2816740) (← links)
- Combining non-cointegration tests (Q2852482) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- New Improved Tests for Cointegration with Structural Breaks (Q3505315) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
- Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Simulating competing cointegration tests in a bivariate system (Q4935475) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
