Diagnostic testing for cointegration (Q291113): Difference between revisions

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-.1016/j.jeconom.2007.08.015
@@ Property / DOI: 10.1016/j.jeconom.2007.08.015 / rank @@
-Normal rank
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+Edgeworth expansions for semiparametric Whittle estimation of long memory.
+Normal rank
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+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
+Normal rank
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+A simple test for the equality of integration orders
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
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+A semiparametric two-step estimator in a multivariate long memory model
+Normal rank
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+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
+Normal rank
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+Testing for cointegration using principal components methods
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Semiparametric analysis of long-memory time series
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
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+Gaussian semiparametric estimation of long range dependence
+Normal rank
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+Determination of cointegrating rank in fractional systems.
+Normal rank
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+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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+Exact local Whittle estimation of fractional integration
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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@@ Property / DOI @@
+.1016/J.JECONOM.2007.08.015
@@ Property / DOI: 10.1016/J.JECONOM.2007.08.015 / rank @@
+Normal rank