Long-memory exchange rate dynamics in the Euro era (Q508201): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical analysis of cointegration vectors
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Comparisons of tests for multivariate cointegration
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+VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
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+Gaussian semiparametric estimation of long range dependence
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+Cointegration tests on MARS
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