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

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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
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+Seasonal integration and cointegration
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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
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+Q5312885
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+Linear Statistical Inference and its Applications
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+Estimating the dimension of a model
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