Pages that link to "Item:Q5959569"
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The following pages link to A simple cointegrating rank test without vector autoregression (Q5959569):
Displaying 7 items.
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
