THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+A REVIEW OF SYSTEMS COINTEGRATION TESTS
@@ Property / cites work: A REVIEW OF SYSTEMS COINTEGRATION TESTS / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Short Run and Long Run Causality in Time Series: Theory
+Normal rank
@@ Property / cites work @@
+Inferring the rank of a matrix
@@ Property / cites work: Inferring the rank of a matrix / rank @@
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
+Normal rank
@@ Property / cites work @@
+Testing for the cointegrating rank of a VAR process with a time trend
+Normal rank
@@ Property / cites work @@
+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466605050188
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@@ Property / OpenAlex ID @@
+W2161308129
@@ Property / OpenAlex ID: W2161308129 / rank @@
+Normal rank