The following pages link to Combining non-cointegration tests (Q2852482):
Displaying 7 items.
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- The windowed scalogram difference: a novel wavelet tool for comparing time series (Q1740010) (← links)
- Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
- Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
- A random forest-based approach to combining and ranking seasonality tests (Q2694019) (← links)
- Does remittance and human capital formation affect financial development? A comparative analysis between India and China (Q6054328) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
