Statistical inference in vector autoregressions with possibly integrated processes (Q1347103): Difference between revisions

@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Comparisons of tests for multivariate cointegration
+Normal rank
@@ Property / cites work @@
+Inference in Linear Time Series Models with some Unit Roots
+Normal rank
@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
+Normal rank
@@ Property / cites work @@
+The spurious effect of unit roots on vector autoregressions. An analytical study
+Normal rank