The following pages link to Testing for multicointegration (Q1389465):
Displaying 4 items.
- Multicointegration under measurement errors (Q1934093) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)