Pages that link to "Item:Q3652628"
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The following pages link to TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628):
Displaying 5 items.
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
- A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Combining non-cointegration tests (Q2852482) (← links)