Pages that link to "Item:Q473351"
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The following pages link to Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351):
Displaying 10 items.
- Tests for cointegration rank and choice of the alternative (Q734469) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (Q2851992) (← links)
- The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961) (← links)
- Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
- Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)