Pages that link to "Item:Q289172"
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The following pages link to Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172):
Displaying 16 items.
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- A multivariate time series approach to projected life tables (Q5391287) (← links)
