Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490): Difference between revisions

@@ Property / DOI @@
-.1111/j.1368-423X.2010.00323.x
@@ Property / DOI: 10.1111/j.1368-423X.2010.00323.x / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Martingale Central Limit Theorems
@@ Property / cites work: Martingale Central Limit Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating fractional cointegration in the presence of polynomial trends
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
+Normal rank
@@ Property / cites work @@
+Long memory in continuous-time stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+The central limit theorem for time series regression
+Normal rank
@@ Property / cites work @@
+Semiparametric inference in multivariate fractionally cointegrated systems
+Normal rank
@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
+Normal rank
@@ Property / cites work @@
+A semiparametric two-step estimator in a multivariate long memory model
+Normal rank
@@ Property / cites work @@
+Averaged periodogram estimation of long memory
@@ Property / cites work: Averaged periodogram estimation of long memory / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonparametric Test for I(0)
@@ Property / cites work: A Nonparametric Test for I(0) / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Large-sample inference for nonparametric regression with dependent errors
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+Normal rank
@@ Property / cites work @@
+Multiple local Whittle estimation in stationary systems
+Normal rank
@@ Property / cites work @@
+LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN  ESTIMATING THE MEMORY PARAMETER OF LEVELS
+Normal rank
@@ Property / cites work @@
+Time series regression with long-range dependence
@@ Property / cites work: Time series regression with long-range dependence / rank @@
+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 Semi‐parametric Estimation of Fractional Cointegration
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2010.00323.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1607052612
@@ Property / OpenAlex ID: W1607052612 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/J.1368-423X.2010.00323.X
@@ Property / DOI: 10.1111/J.1368-423X.2010.00323.X / rank @@
+Normal rank