Pages that link to "Item:Q3434191"

The following pages link to A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191):

Displaying 8 items.

• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)