Pages that link to "Item:Q4032856"
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The following pages link to Comparisons of tests for multivariate cointegration (Q4032856):
Displaying 24 items.
- Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- A comparison of tests of linear hypothesis in cointegrated vector autoregressive models (Q1331513) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
- Modelling the causal relationship between energy consumption and GDP in new Zealand, Australia, India, Indonesia, the Philippines and Thailand. (Q1427761) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- REAL EXCHANGE RATE BEHAVIOUR UNDER HONG KONG'S LINKED EXCHANGE RATE SYSTEM: AN EMPIRICAL INVESTIGATION (Q3022032) (← links)
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
- NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1 (Q3623567) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- Multivariate cointegration analysis of the Finnish-Japanese stock markets (Q5952502) (← links)
