Multivariate cointegration analysis of the Finnish-Japanese stock markets (Q5952502): Difference between revisions

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+Efficient Tests for an Autoregressive Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)
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+Testing for a unit root in time series regression
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+Comparisons of tests for multivariate cointegration
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