Pages that link to "Item:Q2442568"
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The following pages link to A Wald test of restrictions on the cointegrating space based on Johansen's estimator (Q2442568):
Displaying 3 items.
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
- TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES (Q4807298) (← links)