Pages that link to "Item:Q473351"
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The following pages link to Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351):
Displaying 5 items.
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)
