Pages that link to "Item:Q1929109"
From MaRDI portal
The following pages link to The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109):
Displaying 4 items.
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- The effect of linear time trends on the KPSS test for cointegration (Q2740036) (← links)
- Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (Q2830681) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)