Pages that link to "Item:Q3611808"
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The following pages link to Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808):
Displayed 4 items.
- Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)