Testing for an unstable root in conditional and structural error correction models (Q1341204): Difference between revisions

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+https://doi.org/10.1016/0304-4076(93)01560-9
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+W2150560679
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+Q5560061
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Cointegration in partial systems and the efficiency of single-equation analysis
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Publication:1341204