Pages that link to "Item:Q289172"

The following pages link to Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172):

Displaying 12 items.

• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
• Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• A multivariate time series approach to projected life tables (Q5391287) (← links)