Pages that link to "Item:Q4665352"
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The following pages link to Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352):
Displayed 5 items.
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Forecasting with equilibrium-correction models during structural breaks (Q736553) (← links)
- Testing for co-nonlinearity (Q2687873) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)