Tests for cointegration. A Monte Carlo comparison (Q1915441): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing the random walk hypothesis: power versus frequency of observation
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+Testing for Common Trends
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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