Semiparametric inference in multivariate fractionally cointegrated systems (Q736545): Difference between revisions

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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Multiparameter Hypothesis Testing and Acceptance Sampling
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+Martingale Central Limit Theorems
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+Semiparametric Estimation of Multivariate Fractional Cointegration
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+Semiparametric estimation of fractional cointegrating subspaces
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+Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+An enlarged definition of cointegration
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+Root-\(n\)-consistent estimation of weak fractional cointegration
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+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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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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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Identification of the long-run and the short-run structure. An application to the ISLM model
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Likelihood based testing for no fractional cointegration
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+A semiparametric two-step estimator in a multivariate long memory model
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+Weak convergence of multivariate fractional processes
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+Semiparametric fractional cointegration analysis
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+Broadband log-periodogram regression of time series with long-range dependence
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+Fully modified narrow‐band least squares estimation of weak fractional cointegration
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+Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+Optimal Inference in Cointegrated Systems
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Semiparametric analysis of long-memory time series
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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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+The distance between rival nonstationary fractional processes
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+Diagnostic testing for cointegration
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+Instrumental variables estimation of stationary and non‐stationary cointegrating regressions
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+Higher-order kernel semiparametric M-estimation of long memory
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Cointegration in fractional systems with deterministic trends
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+Narrow-band analysis of nonstationary processes
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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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+Non-stationary log-periodogram regression
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Q4143689
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