A simple test for the equality of integration orders (Q2439794): Difference between revisions

@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
+Normal rank
@@ Property / cites work @@
+A limit theory for long-range dependence and statistical inference on related models
+Normal rank
@@ Property / cites work @@
+Gaussian pseudo-maximum likelihood estimation of fractional time series models
+Normal rank
@@ Property / cites work @@
+An Efficient Taper for Potentially Overdifferenced 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 @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Semiparametric fractional cointegration analysis
@@ Property / cites work: Semiparametric fractional cointegration analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+Normal rank
@@ Property / cites work @@
+Cointegration in Fractional Systems with Unknown Integration Orders
+Normal rank
@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank