Pages that link to "Item:Q3156196"

The following pages link to Cointegration analysis in the presence of outliers (Q3156196):

Displaying 8 items.

• Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
• Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (Q744401) (← links)
• The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
• The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
• The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
• Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
• Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data (Q4973950) (← links)