Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333): Difference between revisions

@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric Test for Causality with Long-range Dependence
+Normal rank
@@ Property / cites work @@
+Spectral Regression For Cointegrated Time Series With Long-Memory Innovations
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+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 @@
+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY  INTEGRATED ERRORS
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank