Pages that link to "Item:Q734469"
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The following pages link to Tests for cointegration rank and choice of the alternative (Q734469):
Displaying 9 items.
- On determination of cointegration ranks (Q440037) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
- Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)
- The Comparison of Performances of Widely Used Cointegration Tests (Q2816740) (← links)
- Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (Q2851992) (← links)
- The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961) (← links)
- Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740) (← links)
- On Monte Carlo estimation of relative power (Q4551783) (← links)