A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844): Difference between revisions

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+Inference on the cointegration rank in fractionally integrated processes.
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+A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
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+Semiparametric Estimation of Multivariate Fractional Cointegration
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+Semiparametric estimation of fractional cointegrating subspaces
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+A model of fractional cointegration, and tests for cointegration using the bootstrap.
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+Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
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+A Fractional Dickey-Fuller Test for Unit Roots
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+Normal rank
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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+Generalized reduced rank tests using the singular value decomposition
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+Likelihood based testing for no fractional cointegration
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+Efficient Wald Tests for Fractional Unit Roots
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+Normal rank
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+Semiparametric fractional cointegration analysis
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+Normal rank
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+Consistent Testing of Cointegrating Relationships
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+Normal rank
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+Spectral analysis of fractionally cointegrated systems
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+Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
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+Efficient Tests of Nonstationary Hypotheses
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+Normal rank
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+Gaussian semiparametric estimation of long range dependence
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+Diagnostic testing for cointegration
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Determination of cointegrating rank in fractional systems.
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+Exact local Whittle estimation of fractional integration
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