Pages that link to "Item:Q2373586"

The following pages link to Semiparametric estimation of fractional cointegrating subspaces (Q2373586):

Displaying 15 items.

• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Nonstationary fractionally integrated functional time series (Q2692545) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• Parametric estimation of long memory in factor models (Q6108311) (← links)
• Fractional models for analysis of economic risks (Q6495718) (← links)