Pages that link to "Item:Q736557"

The following pages link to Likelihood based testing for no fractional cointegration (Q736557):

Displaying 9 items.

• Residual-based test for fractional cointegration (Q498750) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• (Q3517645) (← links)
• Testing the CVAR in the Fractional CVAR Model (Q4556513) (← links)
• On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)