Pages that link to "Item:Q1305683"
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The following pages link to Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683):
Displayed 7 items.
- European common stochastic long-run trends. (Q698227) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)