Diagnostic testing for cointegration (Q291113): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2007.08.015
@@ Property / DOI: 10.1016/j.jeconom.2007.08.015 / rank @@
-Normal rank
@@ Property / author @@
-Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6589669
@@ Property / zbMATH DE Number: 6589669 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional cointegration
@@ Property / zbMATH Keywords: fractional cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diagnostic testing
@@ Property / zbMATH Keywords: diagnostic testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+specification testing
@@ Property / zbMATH Keywords: specification testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegrating rank
@@ Property / zbMATH Keywords: cointegrating rank / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric estimation
@@ Property / zbMATH Keywords: semiparametric estimation / rank @@
+Normal rank
@@ Property / author @@
+Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2136112474
@@ Property / OpenAlex ID: W2136112474 / rank @@
+Normal rank
@@ Property / cites work @@
+Edgeworth expansions for semiparametric Whittle estimation of long memory.
+Normal rank
@@ Property / cites work @@
+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+A simple test for the equality of integration orders
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric two-step estimator in a multivariate long memory model
+Normal rank
@@ Property / cites work @@
+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for cointegration using principal components methods
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of multivariate fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2007.08.015
@@ Property / DOI: 10.1016/J.JECONOM.2007.08.015 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:291113