The following pages link to Javier Hualde (Q449989):
Displaying 19 items.
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- (Q736544) (redirect page) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- First Stage Estimation of Fractional Cointegration (Q4928550) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Cointegration in Fractional Systems with Unknown Integration Orders (Q5473003) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
