Pages that link to "Item:Q5474988"

The following pages link to Band Spectral Regression with Trending Data (Q5474988):

Displaying 19 items.

• The thick market effect on local unemployment rate fluctuations (Q274910) (← links)
• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters (Q473465) (← links)
• Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
• Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
• Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
• Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
• Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
• Challenges of trending time series econometrics (Q2486184) (← links)
• Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (Q3615074) (← links)
• SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
• The spectral analysis of the Hodrick–Prescott filter (Q5095293) (← links)
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
• Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)