Pages that link to "Item:Q1298419"
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The following pages link to Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419):
Displaying 4 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
