Pages that link to "Item:Q3365343"
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The following pages link to Estimation of Cointegrated Systems with I(2) Processes (Q3365343):
Displaying 7 items.
- Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Testing for multicointegration (Q1389465) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS (Q4807305) (← links)
- Computation of the Beveridge--Nelson decomposition in the case of cointegrated systems with \(I(0)\) variables (Q5941396) (← links)