Pages that link to "Item:Q4468473"
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The following pages link to Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473):
Displayed 6 items.
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)