Pages that link to "Item:Q5451124"
From MaRDI portal
The following pages link to Cointegration Detection Using Dynamic Factor Models (Q5451124):
Displaying 8 items.
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors (Q1583262) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
- Cointegration and Dynamic Simultaneous Equations Model (Q4340692) (← links)
- Cointegration methodology for psychological researchers: An introduction to the analysis of dynamic process systems (Q4614570) (← links)
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (Q5053119) (← links)