Pages that link to "Item:Q2886962"

The following pages link to A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962):

Displayed 2 items.

• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) ‎ (← links)
• Covariate unit root tests with good size and power (Q1927093) ‎ (← links)