Pages that link to "Item:Q269403"

The following pages link to Residual log-periodogram inference for long-run relationships (Q269403):

Displaying 13 items.

• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• The role of long memory in hedging effectiveness (Q1023640) (← links)
• Tests of bias in log-periodogram regression (Q1036842) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
• The Periodogram of fractional processes¹ (Q5430501) (← links)