Pages that link to "Item:Q291113"
From MaRDI portal
The following pages link to Diagnostic testing for cointegration (Q291113):
Displaying 13 items.
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Long memory and long run variation (Q2628841) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
