Pages that link to "Item:Q4471125"

The following pages link to A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125):

Displaying 18 items.

• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
• Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• Using multiple time series analysis for geosensor data forecasting (Q2292931) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
• Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
• Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
• Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
• Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
• THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
• Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
• A multivariate time series approach to projected life tables (Q5391287) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)