Pages that link to "Item:Q4677002"
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The following pages link to A Direct Test for Cointegration Between a Pair of Time Series (Q4677002):
Displaying 4 items.
- No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
- A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS (Q4954305) (← links)