Pages that link to "Item:Q5719160"
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The following pages link to THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160):
Displaying 6 items.
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← 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)
