Pages that link to "Item:Q1927413"
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The following pages link to The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413):
Displayed 4 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)