A weighted symmetric cointegration test (Q3518408): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/00949650701216596
+Normal rank
@@ Property / OpenAlex ID @@
+W2016735519
@@ Property / OpenAlex ID: W2016735519 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
+Normal rank
@@ Property / cites work @@
+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
+Normal rank
@@ Property / cites work @@
+Estimating break points in a time series regression with structural changes
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ Property / cites work @@
+Testing for cointegration: Power versus frequency of observation--another view
+Normal rank
@@ Property / cites work @@
+Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
+Normal rank