Pages that link to "Item:Q5251500"
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The following pages link to Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500):
Displaying 4 items.
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Bootstrap determination of the co-integration rank in vector autoregressive models (Q2859513) (← links)
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
- Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models (Q5307838) (← links)