Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419): Difference between revisions

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+Nested Reduced-Rank Autogressive Models for Multiple Time Series
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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing for an unstable root in conditional and structural error correction models
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+Efficient inference on cointegration parameters in structural error correction models
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+A canonical analysis of multiple time series
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+Exogeneity
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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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+Multiple Time Series Regression with Integrated Processes
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+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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+Publication:1298419