Pages that link to "Item:Q278492"
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The following pages link to Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492):
Displaying 6 items.
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706) (← links)
- Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808) (← links)
- Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
