Pages that link to "Item:Q1203081"

The following pages link to Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081):

Displaying 26 items.

• A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562) (← links)
• Spurious deterministic seasonality (Q672885) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
• Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
• Bonferroni correction for seasonal cointegrating ranks (Q1046358) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• A note on spurious regression in seasonal time series (Q3543755) (← links)
• Testing for cointegration at any frequency using spectral methods (Q3598296) (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
• COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
• (Q4212965) (← links)
• (Q4212967) (← links)
• COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
• A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
• Inference of seasonal cointegration with linear restrictions (Q5433112) (← links)