Pages that link to "Item:Q265117"
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The following pages link to Cointegration in fractional systems with deterministic trends (Q265117):
Displaying 7 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
