Pages that link to "Item:Q4705829"
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The following pages link to Cointegration rank inference with stationary regressors in VAR models (Q4705829):
Displaying 16 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- On determination of cointegration ranks (Q440037) (← links)
- Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- A new test of the inflation-real marginal cost relationship: ARDL bounds approach (Q988647) (← links)
- LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Are saving and investment cointegrated? An ARDL bounds testing approach. (Q1852925) (← links)
- Exchange rate pass-through in a small open economy: the importance of the distribution sector (Q2416045) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- Violent crime and incentives in the long-run: evidence from England and Wales (Q5124790) (← links)
