Wavelet variance ratio cointegration test and wavestrapping (Q2418520): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2018.12.011
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+W2908498129
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@@ Property / cites work @@
+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
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+UNIT ROOT TESTS WITH WAVELETS
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+The Fractional Unit Root Distribution
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+Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence
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@@ Property / Wikidata QID @@
+Q128637596
@@ Property / Wikidata QID: Q128637596 / rank @@
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