Pages that link to "Item:Q4439298"
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The following pages link to An I(2) cointegration analysis of small‐country import price determination (Q4439298):
Displaying 10 items.
- Testing the nominal-to-real transformation (Q261895) (← links)
- Impact factors (Q265013) (← links)
- A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
- Oil price shocks and long run price and import demand behavior (Q1962597) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
- The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
