Pages that link to "Item:Q1960368"
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The following pages link to A residual based test for the null hypothesis of cointegration. (Q1960368):
Displaying 13 items.
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Residual-based tests for factorial cointegration: A Monte Carlo study (Q2740042) (← links)
- Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
- Weighted symmetric tests for cointegration based on residual (Q4237855) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- Durbin-Hausman tests for cointegration (Q5894580) (← links)