Exact local Whittle estimation of fractionally cointegrated systems (Q528005): Difference between revisions

@@ Property / cites work @@
+Semiparametric Estimation of Multivariate Fractional Cointegration
+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 @@
+Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Residual log-periodogram inference for long-run relationships
+Normal rank
@@ Property / cites work @@
+A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
+Normal rank
@@ Property / cites work @@
+A semiparametric two-step estimator in a multivariate long memory model
+Normal rank
@@ Property / cites work @@
+Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation in nonstationary and unit root cases.
+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 @@
+Multiple local Whittle estimation in stationary systems
+Normal rank
@@ Property / cites work @@
+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
+Normal rank
@@ Property / cites work @@
+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
+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 WITH UNKNOWN MEAN AND TIME TREND
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractionally cointegrated systems
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
+Normal rank
@@ Property / cites work @@
+Local Whittle estimation of fractional integration and some of its variants
+Normal rank
@@ Property / cites work @@
+The spurious regression of fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Gaussian Semi‐parametric Estimation of Fractional Cointegration
+Normal rank