The following pages link to (Q4257540):
Displaying 3 items.
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)