Pages that link to "Item:Q2744944"
From MaRDI portal
The following pages link to Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process (Q2744944):
Displaying 19 items.
- 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)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Cointegration analysis in the presence of outliers (Q3156196) (← 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)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
- Intersection tests for the cointegrating rank in dependent panel data (Q5088013) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
- Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
