Pages that link to "Item:Q4701042"
From MaRDI portal
The following pages link to Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042):
Displaying 6 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)