Pages that link to "Item:Q1298470"
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The following pages link to Trend stationarity in the \(I(2)\) cointegration model. (Q1298470):
Displayed 25 items.
- Testing the nominal-to-real transformation (Q261895) (← links)
- Impact factors (Q265013) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A multicointegration model of global climate change (Q2280610) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) (← links)
- THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961) (← links)
- (Q2971499) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
- An I(2) cointegration analysis of small‐country import price determination (Q4439298) (← links)
- On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
- Approximate Conditional Unit Root Inference (Q4544835) (← links)
- MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)