Pages that link to "Item:Q1867746"
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The following pages link to Stochastic cointegration: estimation and inference. (Q1867746):
Displaying 8 items.
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- (Q2971502) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Q4561984) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
