Pages that link to "Item:Q1274716"
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The following pages link to Specification via model selection in vector error correction models (Q1274716):
Displayed 7 items.
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
- Lag length estimation in large dimensional systems (Q5467628) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)