A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395): Difference between revisions

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+A model of fractional cointegration, and tests for cointegration using the bootstrap.
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+Error Correction Models for Fractionally Cointegrated Time Series
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+Inference on the cointegration rank in fractionally integrated processes.
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+Semiparametric fractional cointegration analysis
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+Likelihood Analysis of the <i>I</i>(2) Model
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Time series: theory and methods.
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