Pages that link to "Item:Q4434416"
From MaRDI portal
The following pages link to Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416):
Displaying 4 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)