Pages that link to "Item:Q4468473"
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The following pages link to Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473):
Displaying 16 items.
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← 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)
- DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← 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)
