Pages that link to "Item:Q899515"
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The following pages link to Analytical evaluation of the power of tests for the absence of cointegration (Q899515):
Displaying 9 items.
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Combining non-cointegration tests (Q2852482) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
