Comparisons of tests for multivariate cointegration (Q4032856): Difference between revisions

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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical analysis of cointegration vectors
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+Q3664270
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+ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS
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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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+Q4003711
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+Testing for Common Trends
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+https://doi.org/10.1007/bf02925336
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+W1997101713
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+Publication:4032856