Matches in SemOpenAlex for { <https://semopenalex.org/work/W1496498216> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W1496498216 abstract "In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration relations in large multivariate systems. The subsampling technique is applied to overcome the difficulty of nonstandard distribution and nuisance parameters in testing for cointegration rank without an explicitly formulated structural model. The contribution in this paper is twofold: theoretically this paper shows that the subsampling testing procedure is consistent and asymptotically most powerful; practically this paper demonstrates that the subsampling procedure can be applied to determine the cointegration rank in large scale models, where the standard procedures hits already its limit. Especially for the cases of few stochastic trends in a system, the subsampling procedure shows robust and reliable results." @default.
- W1496498216 created "2016-06-24" @default.
- W1496498216 creator A5051120464 @default.
- W1496498216 creator A5055161031 @default.
- W1496498216 date "2005-01-01" @default.
- W1496498216 modified "2023-09-24" @default.
- W1496498216 title "Testing Cointegration Rank in Large Systems" @default.
- W1496498216 cites W1588163064 @default.
- W1496498216 cites W1975776930 @default.
- W1496498216 cites W1976386631 @default.
- W1496498216 cites W1994110039 @default.
- W1496498216 cites W2030879879 @default.
- W1496498216 cites W2034707435 @default.
- W1496498216 cites W2035776519 @default.
- W1496498216 cites W2078565364 @default.
- W1496498216 cites W2110002822 @default.
- W1496498216 cites W2110603299 @default.
- W1496498216 cites W2164599393 @default.
- W1496498216 cites W2170022157 @default.
- W1496498216 cites W3121888640 @default.
- W1496498216 cites W3146166473 @default.
- W1496498216 hasPublicationYear "2005" @default.
- W1496498216 type Work @default.
- W1496498216 sameAs 1496498216 @default.
- W1496498216 citedByCount "0" @default.
- W1496498216 crossrefType "posted-content" @default.
- W1496498216 hasAuthorship W1496498216A5051120464 @default.
- W1496498216 hasAuthorship W1496498216A5055161031 @default.
- W1496498216 hasConcept C105795698 @default.
- W1496498216 hasConcept C114614502 @default.
- W1496498216 hasConcept C121332964 @default.
- W1496498216 hasConcept C134306372 @default.
- W1496498216 hasConcept C145162277 @default.
- W1496498216 hasConcept C149782125 @default.
- W1496498216 hasConcept C151201525 @default.
- W1496498216 hasConcept C161584116 @default.
- W1496498216 hasConcept C164226766 @default.
- W1496498216 hasConcept C2778755073 @default.
- W1496498216 hasConcept C33923547 @default.
- W1496498216 hasConcept C41008148 @default.
- W1496498216 hasConcept C62520636 @default.
- W1496498216 hasConceptScore W1496498216C105795698 @default.
- W1496498216 hasConceptScore W1496498216C114614502 @default.
- W1496498216 hasConceptScore W1496498216C121332964 @default.
- W1496498216 hasConceptScore W1496498216C134306372 @default.
- W1496498216 hasConceptScore W1496498216C145162277 @default.
- W1496498216 hasConceptScore W1496498216C149782125 @default.
- W1496498216 hasConceptScore W1496498216C151201525 @default.
- W1496498216 hasConceptScore W1496498216C161584116 @default.
- W1496498216 hasConceptScore W1496498216C164226766 @default.
- W1496498216 hasConceptScore W1496498216C2778755073 @default.
- W1496498216 hasConceptScore W1496498216C33923547 @default.
- W1496498216 hasConceptScore W1496498216C41008148 @default.
- W1496498216 hasConceptScore W1496498216C62520636 @default.
- W1496498216 hasLocation W14964982161 @default.
- W1496498216 hasOpenAccess W1496498216 @default.
- W1496498216 hasPrimaryLocation W14964982161 @default.
- W1496498216 hasRelatedWork W1514219332 @default.
- W1496498216 hasRelatedWork W1567206177 @default.
- W1496498216 hasRelatedWork W1591852297 @default.
- W1496498216 hasRelatedWork W1599384790 @default.
- W1496498216 hasRelatedWork W2037391825 @default.
- W1496498216 hasRelatedWork W2057450582 @default.
- W1496498216 hasRelatedWork W2163816607 @default.
- W1496498216 hasRelatedWork W2239495053 @default.
- W1496498216 hasRelatedWork W2283905273 @default.
- W1496498216 hasRelatedWork W2976428393 @default.
- W1496498216 hasRelatedWork W3025154172 @default.
- W1496498216 hasRelatedWork W3121412446 @default.
- W1496498216 hasRelatedWork W3121453875 @default.
- W1496498216 hasRelatedWork W3121901042 @default.
- W1496498216 hasRelatedWork W3122297943 @default.
- W1496498216 hasRelatedWork W3122970843 @default.
- W1496498216 hasRelatedWork W3123526983 @default.
- W1496498216 hasRelatedWork W3125566827 @default.
- W1496498216 hasRelatedWork W3126072567 @default.
- W1496498216 hasRelatedWork W3126147071 @default.
- W1496498216 isParatext "false" @default.
- W1496498216 isRetracted "false" @default.
- W1496498216 magId "1496498216" @default.
- W1496498216 workType "article" @default.