Pages that link to "Item:Q3406055"
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The following pages link to Semiparametric cointegrating rank selection (Q3406055):
Displaying 8 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
