Pages that link to "Item:Q515127"
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The following pages link to Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127):
Displayed 5 items.
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
