Pages that link to "Item:Q4933589"
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The following pages link to MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589):
Displaying 6 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)