Pages that link to "Item:Q1126488"
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The following pages link to Cointegration tests with conditional heteroskedasticity. (Q1126488):
Displayed 11 items.
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- Common volatility in major stock index futures markets (Q1278427) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Present value model, heteroscedasticity and parameter stability tests (Q5958417) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)