Pages that link to "Item:Q2630204"
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The following pages link to Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204):
Displayed 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)