Pages that link to "Item:Q1915474"

The following pages link to On the determination of integration indices in I(2) systems (Q1915474):

Displaying 20 items.

• Testing the nominal-to-real transformation (Q261895) (← links)
• Impact factors (Q265013) (← links)
• Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
• LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
• Pitfalls in testing for long run relationships (Q1298439) (← links)
• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
• Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
• Testing for multicointegration (Q1389465) (← links)
• Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
• Multicointegration under measurement errors (Q1934093) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
• MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) (← links)
• THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959) (← links)
• THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961) (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
• Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
• A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)