Testing for serial correlation of unknown form in cointegrated time series models (Q2501358): 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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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+On consistent testing for serial correlation of unknown form in vector time series models.
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Tests for non-correlation of two cointegrated ARMA time series
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