Pages that link to "Item:Q2315402"
From MaRDI portal
The following pages link to Testing for no-cointegration under time-varying variance (Q2315402):
Displaying 5 items.
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (Q3295732) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)