Pages that link to "Item:Q4549740"
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The following pages link to Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740):
Displaying 14 items.
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Tests for cointegration rank and choice of the alternative (Q734469) (← links)
- Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- Booststrapped johansen tests for cointegration relationships: a graphical analysis (Q2747231) (← links)
- The Comparison of Performances of Widely Used Cointegration Tests (Q2816740) (← links)
- Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
- Time Series Analysis of Relationships Among Crypto-asset Exchange Rates (Q5148845) (← links)
- Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)