Statistical analysis of cointegration vectors (Q1104685): Difference between revisions

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+Distribution of eigenvalues in multivariate statistical analysis
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Functional relations, random coefficients, and nonlinear regression with application to kinetic data
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+Understanding spurious regressions in econometrics
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+Time Series Regression with a Unit Root
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+Multiple Time Series Regression with Integrated Processes
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+Testing for cointegration using principal components methods
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
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+Q5556138
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Testing for Common Trends
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+Reduced rank models for multiple time series
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