Pages that link to "Item:Q451251"
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The following pages link to Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251):
Displayed 5 items.
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)