Pages that link to "Item:Q4700853"
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The following pages link to LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS (Q4700853):
Displaying 3 items.
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
