Pages that link to "Item:Q1104687"

The following pages link to Testing for cointegration using principal components methods (Q1104687):

Displaying 29 items.

• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• European common stochastic long-run trends. (Q698227) (← links)
• A critique of the application of unit root tests (Q756342) (← links)
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
• The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001) (← links)
• A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)