Pages that link to "Item:Q1858915"
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The following pages link to Determination of cointegrating rank in fractional systems. (Q1858915):
Displayed 19 items.
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
- An omnibus noise filter (Q964661) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)