Pages that link to "Item:Q2630204"

The following pages link to Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204):

Displaying 10 items.

• Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
• Wavelet energy ratio unit root tests (Q5860909) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
• Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)