Pages that link to "Item:Q5467604"
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The following pages link to Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604):
Displayed 8 items.
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)