Pages that link to "Item:Q2739264"
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The following pages link to Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations. (Q2739264):
Displaying 6 items.
- A nonparametric test for changing trends (Q262832) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263) (← links)
- Unit root seasonal autoregressive models with a polynomial trend of higher degree (Q2739265) (← links)
- Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073) (← links)