The following pages link to (Q4214053):
Displaying 9 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
