Pages that link to "Item:Q4814246"
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The following pages link to STATIONARITY TESTING WITH COVARIATES (Q4814246):
Displaying 6 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
