Testing for cointegration using principal components methods (Q1104687): Difference between revisions

@@ Property / author @@
-Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
-Normal rank
@@ Property / author @@
+Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1889(88)90040-1
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@@ Property / OpenAlex ID @@
+W2076552736
@@ Property / OpenAlex ID: W2076552736 / rank @@
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@@ Property / cites work @@
+Asymptotic Theory for Principal Component Analysis
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@@ Property / cites work @@
+Q3255781
@@ Property / cites work: Q3255781 / rank @@
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@@ Property / cites work @@
+On the Theory of Testing for Unit Roots in Observed Time Series
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@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
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@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Q3316438
@@ Property / cites work: Q3316438 / rank @@
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+Q3339131
@@ Property / cites work: Q3339131 / rank @@
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@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
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@@ Property / cites work @@
+Understanding spurious regressions in econometrics
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+The Exact Distribution of the Wald Statistic
@@ Property / cites work: The Exact Distribution of the Wald Statistic / rank @@
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Q3323077
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
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