Pages that link to "Item:Q1362072"
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The following pages link to Nonparametric cointegration analysis (Q1362072):
Displayed 28 items.
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- On the asymptotic behaviour of random matrices in a multivariate statistical model (Q730707) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
- New results on the convergence of random matrices (Q2863061) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1 (Q3623567) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy (Q5080534) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)