Pages that link to "Item:Q4637611"
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The following pages link to DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611):
Displaying 8 items.
- On determination of cointegration ranks (Q440037) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- Pre-selection in cointegration-based pairs trading (Q6122770) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)