Pages that link to "Item:Q5952032"
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The following pages link to Semiparametric fractional cointegration analysis (Q5952032):
Displayed 49 items.
- 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)
- Nonparametric transformation to white noise (Q290951) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- An omnibus noise filter (Q964661) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- When will the Covid-19 pandemic peak? (Q2224906) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION (Q3632378) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)