Pages that link to "Item:Q1305672"
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The following pages link to Likelihood analysis of seasonal cointegration (Q1305672):
Displayed 18 items.
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Bonferroni correction for seasonal cointegrating ranks (Q1046358) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
- Seasonal cointegration for monthly data (Q1927440) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- A simple GLS procedure for seasonal cointegration (Q2515862) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Tests of integration in circular autoregressive models (Q5123757) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)