Pages that link to "Item:Q2886961"
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The following pages link to The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961):
Displaying 10 items.
- Tests for cointegration rank and choice of the alternative (Q734469) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Testing for multicointegration (Q1389465) (← links)
- Testing the equality of several linear regression models (Q1695424) (← links)
- A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
