Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Q. Li / rank
Normal rank
 
Property / author
 
Property / author: Q. Li / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.013 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2018805266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on strong mixing of ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractionally integrated generalized autoregressive conditional heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3886625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and pricing long memory in stock market volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-Coefficient Regression Models for Nonlinear Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-coefficient models for nonstationary time series data / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Varying-Coefficient Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional‐coefficient models under unit root behaviour / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximal inequality and dependent strong laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Regression with Dependent Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-coefficient cointegration models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting behavior of U-statistics for stationary, absolutely regular processes / rank
 
Normal rank

Latest revision as of 11:08, 12 July 2024

scientific article
Language Label Description Also known as
English
Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
scientific article

    Statements

    Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (English)
    0 references
    0 references
    0 references
    0 references
    12 August 2016
    0 references
    0 references
    integrated time series
    0 references
    non-cointegration
    0 references
    semiparametric varying coefficient models
    0 references
    0 references