Pages that link to "Item:Q1298440"
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The following pages link to Tests for cointegration with infinite variance errors (Q1298440):
Displayed 17 items.
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS (Q2810412) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)