Pages that link to "Item:Q5473003"
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The following pages link to Cointegration in Fractional Systems with Unknown Integration Orders (Q5473003):
Displayed 38 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- 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)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← 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)
- LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES (Q2886982) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)