Pages that link to "Item:Q3842862"

The following pages link to Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862):

Displaying 9 items.

• Testing for cointegration using partially linear models (Q261908) (← links)
• Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
• Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
• Semi-nonparametric cointegration testing (Q1867722) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• Cointegration analysis using \(M\) estimators. (Q5941012) (← links)