Pages that link to "Item:Q291113"

The following pages link to Diagnostic testing for cointegration (Q291113):

Displaying 8 items.

• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• A multivariate test against spurious long memory (Q1706443) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• Long memory and long run variation (Q2628841) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)