Exact local Whittle estimation of fractionally cointegrated systems (Q528005): Difference between revisions

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+W2018752896
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+Semiparametric Estimation of Multivariate Fractional Cointegration
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+Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
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+Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Residual log-periodogram inference for long-run relationships
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+A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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+A semiparametric two-step estimator in a multivariate long memory model
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+Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
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+Local Whittle estimation in nonstationary and unit root cases.
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+Gaussian semiparametric estimation of long range dependence
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+The distance between rival nonstationary fractional processes
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+Multiple local Whittle estimation in stationary systems
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+Narrow-band analysis of nonstationary processes
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+Determination of cointegrating rank in fractional systems.
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+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
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+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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+EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
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+Exact local Whittle estimation of fractionally cointegrated systems
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+Exact local Whittle estimation of fractional integration
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+Local Whittle estimation of fractional integration and some of its variants
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+The spurious regression of fractionally integrated processes
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Gaussian Semi‐parametric Estimation of Fractional Cointegration
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