Pages that link to "Item:Q1341187"
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The following pages link to Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187):
Displaying 4 items.
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Identifying small mean-reverting portfolios (Q3169214) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
