Pages that link to "Item:Q4853080"
From MaRDI portal
The following pages link to The role of the constant and linear terms in cointegration analysis of nonstationary variables (Q4853080):
Displaying 25 items.
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Natural rate doubts (Q1017004) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024) (← links)
- Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (Q2851992) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS (Q4563760) (← links)
- On trends and constants in periodic autoregressions (Q4701044) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
