Pages that link to "Item:Q4637611"
From MaRDI portal
The following pages link to DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611):
Displaying 5 items.
- A unifying theory of tests of rank (Q2397723) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (Q6082960) (← links)
- Pre-selection in cointegration-based pairs trading (Q6122770) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)