Pages that link to "Item:Q1102850"
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The following pages link to Common nonstationary components of asset prices (Q1102850):
Displayed 5 items.
- On alternative state space representations of time series models (Q1109668) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- Modelling the lead-lag effect between dual-class shares (Q4306421) (← links)