Pages that link to "Item:Q2439861"
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The following pages link to Low-frequency robust cointegration testing (Q2439861):
Displayed 6 items.
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)