Pages that link to "Item:Q961388"
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The following pages link to Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388):
Displaying 3 items.
- Cointegration analysis with state space models (Q1633206) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
