Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610): Difference between revisions

@@ Property / author @@
+Evangelos E. Ioannidis
@@ Property / author: Evangelos E. Ioannidis / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9892.2004.00408.x
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+W1969816357
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+Time Series
@@ Property / cites work: Time Series / rank @@
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@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Cointegration in frequency domain
@@ Property / cites work: Cointegration in frequency domain / rank @@
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+Local asymptotic distribution related to the AR(1) model with dependent errors
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+Limiting power of unit-root tests in time-series regression
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@@ Property / cites work @@
+Q4509098
@@ Property / cites work: Q4509098 / rank @@
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@@ Property / cites work @@
+The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
+Normal rank
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+HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
@@ Property / cites work: HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY / rank @@
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+ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES
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+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric frequency domain analysis of nonstationary multivariate time series
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@@ links / mardi / name / links / mardi / name @@
+Publication:5467610