Pages that link to "Item:Q4866625"
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The following pages link to Tests for Cointegration Based on Canonical Correlation Analysis (Q4866625):
Displayed 7 items.
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- Forecast accuracy, coefficient bias and Bayesian vector autoregressions (Q1614012) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)