Pages that link to "Item:Q1341209"
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The following pages link to Polynomial cointegration. Estimation and test (Q1341209):
Displaying 12 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
