Pages that link to "Item:Q2810412"
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The following pages link to Subsampling the Johansen test with stable innovations (Q2810412):
Displaying 4 items.
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Subsampling cointegration tests in heavy-tailed observation (Q2993935) (← links)