Pages that link to "Item:Q4416010"
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The following pages link to Distributions of error correction tests for cointegration (Q4416010):
Displayed 13 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- More powerful cointegration tests with non-normal errors (Q2687879) (← links)
- (Q2971499) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Liver cirrhosis and alcohol consumption in the U.K. (Q4970876) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- The impact of integrated measurement errors on modeling long-run macroeconomic time series (Q5864636) (← links)