Pages that link to "Item:Q498750"
From MaRDI portal
The following pages link to Residual-based test for fractional cointegration (Q498750):
Displaying 8 items.
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- A case study of the residual-based cointegration procedure (Q1430407) (← links)
- On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Residual-based tests for factorial cointegration: A Monte Carlo study (Q2740042) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)