Pages that link to "Item:Q3406055"
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The following pages link to Semiparametric cointegrating rank selection (Q3406055):
Displaying 14 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
- Lag length selection in panel autoregression (Q5864462) (← links)
