Pages that link to "Item:Q1400133"
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The following pages link to Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133):
Displaying 6 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
