Pages that link to "Item:Q1019511"
From MaRDI portal
The following pages link to A test for fractional cointegration using the sieve bootstrap (Q1019511):
Displaying 6 items.
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)