Pages that link to "Item:Q4488643"
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The following pages link to The asymptotic distribution of canonical correlations and variates in cointegrated models (Q4488643):
Displaying 7 items.
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129) (← links)
- Correlation theory of spuriously related higher order integrated processes (Q1351717) (← links)
- Reduced rank regression in cointegrated models. (Q1858914) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
- Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715) (← links)
- ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS (Q4807305) (← links)