Pages that link to "Item:Q3577697"

The following pages link to A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697):

Displaying 9 items.

• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Nonlinear error correction based cointegration test in panel data (Q1782283) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Combining non-cointegration tests (Q2852482) (← links)
• Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)