Pages that link to "Item:Q2886962"
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The following pages link to A modified information criterion for cointegration tests based on a VAR approximation (Q2886962):
Displaying 10 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- On the determination of lag order in vector autoregressions of cointegrated systems (Q1965982) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)
