Pages that link to "Item:Q2847587"

The following pages link to ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587):

Displaying 6 items.

• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)