Pages that link to "Item:Q1105971"
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The following pages link to Forecasting and testing in co-integrated systems (Q1105971):
Displayed 7 items.
- Cointegrated VARIMA Models: Specification and Simulation (Q5252808) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS (Q5483500) (← links)
- Equity issues and aggregate market returns under information asymmetry (Q5746763) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Nonlinear estimation using estimated cointegrating relations (Q5931141) (← links)