Pages that link to "Item:Q1274716"
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The following pages link to Specification via model selection in vector error correction models (Q1274716):
Displayed 12 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
- Lag length estimation in large dimensional systems (Q5467628) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)