Pages that link to "Item:Q1311290"
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The following pages link to Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290):
Displayed 4 items.
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (Q4352565) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)