Pages that link to "Item:Q1298419"

The following pages link to Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419):

Displaying 9 items.

• Testing for cointegration using partially linear models (Q261908) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
• Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
• Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
• Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• Cointegration rank inference with stationary regressors in VAR models (Q4705829) (← links)