Pages that link to "Item:Q4951128"
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The following pages link to Unit Roots, Cointegration, and Structural Change (Q4951128):
Displayed 21 items.
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Granger causality and contiguity between stochastic processes (Q601417) (← links)
- The suitability of a monetary union in east Asia: what does the cointegration approach tell? (Q834327) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation (Q1005215) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
- Operational time of the Korea stock markets (Q1853650) (← links)
- Cointegration and the joint confirmation hypothesis. (Q1853701) (← links)
- Red signals: current account deficits and sustainability (Q1927547) (← links)
- Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
- Does the labor-income process contain a unit root? Evidence from individual-specific time series (Q1991916) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- A parametric stationarity test with smooth breaks (Q2697025) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- A new correlation for bivariate time series with a higher order of integration (Q5083879) (← links)
- A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm (Q5245357) (← links)