https://edubirdie.com/docs/boston-university/cas-ec-323-behavioral-economics/80107-single-equation-tests-for-cointegration-with-gls-detrended-data-appendix
Understanding Single-Equation Tests for Cointegration with GLS Detrended Data Appendix better is easy with our detailed Research and helpful study notes.
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https://www.inderscience.com/info/inarticle.php?artid=65171
Inderscience is a global company, a dynamic leading independent journal publisher disseminates the latest research across the broad fields of science,...
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https://www.bde.es/wbe/en/publicaciones/analisis-economico-investigacion/documentos-trabajo/bvar-models-context-cointegration-monte-carlo-experiment.html
BVAR models in the context of cointegration: a Monte Carlo experiment
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https://hudsonthames.org/an-introduction-to-cointegration/
Feb 5, 2023 - This post covers the basic concepts of cointegration for pairs trading, cointegrated pairs' simulation, and the most used cointegration tests
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https://scirp.org/journal/paperinformation?paperid=25548
Discover a Bayesian model for cointegration test and analysis using dynamic latent factor framework. Explore efficient computational algorithms based on MCMC....
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