Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831): Difference between revisions

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+Niklas Ahlgren
@@ Property / author: Niklas Ahlgren / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2007.00560.x
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+W2053015504
@@ Property / OpenAlex ID: W2053015504 / rank @@
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@@ Property / Wikidata QID @@
+Q109549570
@@ Property / Wikidata QID: Q109549570 / rank @@
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@@ Property / cites work @@
+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Testing for a unit root nonstationarity in multivariate autoregressive time series
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@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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@@ Property / cites work @@
+A REVIEW OF SYSTEMS COINTEGRATION TESTS
@@ Property / cites work: A REVIEW OF SYSTEMS COINTEGRATION TESTS / rank @@
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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@@ Property / cites work @@
+Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
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+The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
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@@ Property / cites work @@
+Empirical vector autoregressive modeling
@@ Property / cites work: Empirical vector autoregressive modeling / rank @@
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+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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