Semiparametric fractional cointegration analysis (Q5952032): Difference between revisions

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+Inference for unstable long-memory processes with applications to fractional unit root autoregressions
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+Band Spectrum Regression
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+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Regression for time series with errors of measurement
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+Specification Tests in Econometrics
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+Normal rank
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q3827437
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+Normal rank
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+A semiparametric two-step estimator in a multivariate long memory model
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+A Nonparametric Test for I(0)
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+Normal rank
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+Alternative forms of fractional Brownian motion
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+Normal rank
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+Weak convergence of multivariate fractional processes
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+Optimal Inference in Cointegrated Systems
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+Normal rank
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+Q4015741
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+Normal rank
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+Testing for cointegration using principal components methods
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Stochastic difference equations with non-integral differences
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+The Stochastic Difference Between Econometric Statistics
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+Semiparametric analysis of long-memory time series
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+Efficient Tests of Nonstationary Hypotheses
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+Normal rank
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Semiparametric fractional cointegration analysis
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+Narrow-band analysis of nonstationary processes
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+Normal rank
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+The average periodogram for nonstationary vector time series
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+Determination of cointegrating rank in fractional systems.
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Non-stationary log-periodogram regression
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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