Pages that link to "Item:Q1867739"
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The following pages link to A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739):
Displaying 7 items.
- Expansions for the distribution of asymptotically chi-square statistics (Q2360932) (← links)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Inference of seasonal cointegration with linear restrictions (Q5433112) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
