Pages that link to "Item:Q2886962"
From MaRDI portal
The following pages link to A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962):
Displayed 5 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)