Pages that link to "Item:Q440037"
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The following pages link to On determination of cointegration ranks (Q440037):
Displaying 6 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)