THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625): Difference between revisions

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+Vector Autoregressions and Causality
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+Normal rank
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
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+A REVIEW OF SYSTEMS COINTEGRATION TESTS
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+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Short Run and Long Run Causality in Time Series: Theory
+Normal rank
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+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
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+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
+Normal rank
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+Testing for the cointegrating rank of a VAR process with a time trend
+Normal rank
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
+Normal rank
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank