Direct cointegration testing in error correction models (Q1341205): Difference between revisions

@@ Property / author @@
-Hermann K. Van Dijk
@@ Property / author: Hermann K. Van Dijk / rank @@
-Normal rank
@@ Property / author @@
+Hermann K. Van Dijk
@@ Property / author: Hermann K. Van Dijk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+A canonical analysis of multiple time series
@@ Property / cites work: A canonical analysis of multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3703164
@@ Property / cites work: Q3703164 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+Exogeneity in error correction models
@@ Property / cites work: Exogeneity in error correction models / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(93)01561-y
+Normal rank
@@ Property / OpenAlex ID @@
+W1994517073
@@ Property / OpenAlex ID: W1994517073 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1341205