Documenti analoghi: Likelihood analysis of seasonal cointegration
- Mathematical and statistical modelling of cointegration
- Controlling inflation in a cointegrated vector autoregressive model with an application to US data
- <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- <A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Maximum likelihood estimation with Stata
Autore: Johansen, Soren
- <A> Small sample correction for tests of hypotheses on the cointegrating vectors
- <A> Bartlett correction factor for tests on the cointegrating relations
- <A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
- <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- Controlling inflation in a cointegrated vector autoregressive model with an application to US data
- Mathematical and statistical modelling of cointegration