Pages that link to "Item:Q1195087"
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The following pages link to Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087):
Displayed 3 items.
- A comparison of tests of linear hypothesis in cointegrated vector autoregressive models (Q1331513) (← links)
- The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)