Pages that link to "Item:Q1858968"
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The following pages link to Inference on the cointegration rank in fractionally integrated processes. (Q1858968):
Displayed 16 items.
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)