Pages that link to "Item:Q451251"
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The following pages link to Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251):
Displaying 8 items.
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
