Pages that link to "Item:Q5430494"
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The following pages link to Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494):
Displaying 8 items.
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Combining non-cointegration tests (Q2852482) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
- Residuals‐based tests for cointegration with generalized least‐squares detrended data (Q5093933) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)