Pages that link to "Item:Q4512511"

The following pages link to ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i> (2) SYSTEMS (Q4512511):

Displayed 9 items.

• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) ‎ (← links)
• Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) ‎ (← links)
• A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) ‎ (← links)
• A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) ‎ (← links)
• MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) ‎ (← links)
• An I(2) cointegration model with piecewise linear trends (Q3018500) ‎ (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) ‎ (← links)
• MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) ‎ (← links)
• A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) ‎ (← links)