Tests for real and complex unit roots in vector autoregressive models (Q2252897): Difference between revisions

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+Q109549567
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+Tests against stationary and explosive alternatives in vector autoregressive models
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+Estimation of partially nonstationary vector autoregressive models with seasonal behavior
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+A new look at the statistical model identification
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
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+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Likelihood analysis of seasonal cointegration
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+Q3746748
@@ Property / cites work: Q3746748 / rank @@
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+Q5312885
@@ Property / cites work: Q5312885 / rank @@
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+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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