Fractional cointegration in the presence of linear trends (Q3552866): Difference between revisions

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+Inference on the cointegration rank in fractionally integrated processes.
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC  INTEGRALS II
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
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+Linear Trend with Fractionally Integrated Errors
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+Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study
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+Asymptotic inference results for multivariate long‐memory processes
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+A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
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+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
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+Alternative forms of fractional Brownian motion
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+Semiparametric fractional cointegration analysis
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+Consistent Testing of Cointegrating Relationships
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+Towards a unified asymptotic theory for autoregression
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+Cointegration in fractional systems with deterministic trends
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+The average periodogram for nonstationary vector time series
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+Narrow-band analysis of nonstationary processes
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+ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY  INTEGRATED ERRORS
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+Asymptotic Normality, When Regressors Have a Unit Root
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+On estimation of a regression model with long-memory stationary errors
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