Pages that link to "Item:Q1341187"

The following pages link to Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187):

Displaying 3 items.

• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• Identifying small mean-reverting portfolios (Q3169214) (← links)