Pages that link to "Item:Q5093933"
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The following pages link to Residuals‐based tests for cointegration with generalized least‐squares detrended data (Q5093933):
Displaying 9 items.
- Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Testing for no-cointegration under time-varying variance (Q2315402) (← links)
- Residual-based tests for factorial cointegration: A Monte Carlo study (Q2740042) (← links)
- Weighted symmetric tests for cointegration based on residual (Q4237855) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
