The following pages link to Heteroskedastic cointegration (Q1203087):
Displaying 12 items.
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Demand for medical care, consumption, and cointegration (Q1285748) (← links)
- Stochastic cointegration: estimation and inference. (Q1867746) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Q4561984) (← links)
- A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
