Pages that link to "Item:Q738073"
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The following pages link to A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073):
Displaying 8 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Bootstrap determination of the co-integration rank in vector autoregressive models (Q2859513) (← links)
- Cointegration rank inference with stationary regressors in VAR models (Q4705829) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models (Q5307838) (← links)
