Pages that link to "Item:Q2473024"
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The following pages link to Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024):
Displaying 3 items.
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)