scientific article; zbMATH DE number 1098830

MaRDI QIDQ4369002zbMATH OpenFDO

Authors Ngai Hang Chan, Ruey S. Tsay

Publication date 1996

zbMATH Keywords

bootstrapsimulationcanonical correlationsDickey-Fuller testvector time seriesco-integrationempirical critical values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Testing for Common Trends
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Cited in

(9)

• ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
• A HETEROGENEITY TEST STATISTIC OF K CANONICAL CORRELATIONS AND ITS APPLICATION TO PRENATAL EXPOSURE
• THE STATISTICAL SIGNIFICANCE OF CANONICAL CORRELATIONS
• Tests for Cointegration Based on Canonical Correlation Analysis
• Inference about long run canonical correlations
• scientific article; zbMATH DE number 2199134 (Why is no real title available?)
• Testing for Common Trends
• On canonical analysis of vector time series
• A Closed Testing Procedure for Canonical Correlations

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