Pages that link to "Item:Q894635"
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The following pages link to Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635):
Displaying 4 items.
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests (Q2767966) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
