Pages that link to "Item:Q1285813"
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The following pages link to A lag augmentation test for the cointegrating rank of a VAR process (Q1285813):
Displaying 4 items.
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
