Pages that link to "Item:Q261903"
From MaRDI portal
The following pages link to Testing for the cointegration rank when some cointegrating directions are changing (Q261903):
Displaying 5 items.
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)