A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616): Difference between revisions

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+Q59362852
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+A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING  RELATIONS
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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+Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
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+A canonical analysis of multiple time series
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+Testing for Common Trends
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+Estimating the dimension of a model
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+Some results on multivariate autoregressive index models
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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Statistical analysis of cointegration vectors
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+Tests for cointegration. A Monte Carlo comparison
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+Specification via model selection in vector error correction models
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+Five alternative methods of estimating long-run equilibrium relationships
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Reduced rank models for multiple time series
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+An Asymtotic Theory of Bayesian Inference for Time Series
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+Econometric Model Determination
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+Publication:5697616