Pages that link to "Item:Q3578996"
From MaRDI portal
The following pages link to Cointegrating Regressions with Time Heterogeneity (Q3578996):
Displayed 6 items.
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)