Testing misspecified cointegrating relationships (Q1274178): Difference between revisions

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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Forecasting and testing in co-integrated systems
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+Statistical analysis of cointegration vectors
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+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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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
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+Asymptotic Properties of Residual Based Tests for Cointegration
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