Pages that link to "Item:Q4807319"
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The following pages link to SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION (Q4807319):
Displayed 13 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)