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 @@
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-Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
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@@ Property / author @@
+Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
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@@ 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 @@
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@@ Property / cites work @@
+Edgeworth expansions for semiparametric Whittle estimation of long memory.
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@@ Property / cites work @@
+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
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@@ Property / cites work @@
+A simple test for the equality of integration orders
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ 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 @@
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@@ Property / cites work @@
+Testing for cointegration using principal components methods
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@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
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@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
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@@ 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
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@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
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@@ Property / cites work @@
+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
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@@ Property / cites work @@
+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
@@ links / mardi / name / links / mardi / name @@
+Publication:291113