Pages that link to "Item:Q1971792"

The following pages link to Testing for the cointegrating rank of a VAR process with a time trend (Q1971792):

Displaying 33 items.

• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• A lag augmentation test for the cointegrating rank of a VAR process (Q1285813) (← links)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
• The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Cointegration in VAR(1) process. Characterization and testing (Q1849314) (← links)
• Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024) (← links)
• The effect of linear time trends on the KPSS test for cointegration (Q2740036) (← links)
• Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process (Q2744944) (← links)
• Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446) (← links)
• Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
• BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
• BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
• Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
• Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740) (← links)
• THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
• Cointegration rank inference with stationary regressors in VAR models (Q4705829) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
• Semiparametrically optimal cointegration test (Q6600012) (← links)