A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191): Difference between revisions

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+Gaussian Semi‐parametric Estimation of Fractional Cointegration
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+The power of residual-based tests for cointegration when residuals are fractionally integrated
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+Determination of cointegrating rank in fractional systems.
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+Statistical analysis of cointegration vectors
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+Residual log-periodogram inference for long-run relationships
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+A model of fractional cointegration, and tests for cointegration using the bootstrap.
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+Spurious regressions between I(1) processes with long memory errors
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+Inference on the cointegration rank in fractionally integrated processes.
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+Efficient Tests of Nonstationary Hypotheses
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Understanding spurious regressions in econometrics
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+Consistent Testing of Cointegrating Relationships
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+Spurios regression theory with nonstationary fractionally integrated processes
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+Weak convergence of multivariate fractional processes
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+Alternative forms of fractional Brownian motion
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