Pages that link to "Item:Q1363456"
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The following pages link to A comparison of cointegration tests (Q1363456):
Displaying 7 items.
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency (Q674069) (← links)
- The Comparison of Performances of Widely Used Cointegration Tests (Q2816740) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)
- A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
- Durbin-Hausman tests for cointegration (Q5894580) (← links)