Pages that link to "Item:Q1606352"
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The following pages link to On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352):
Displaying 5 items.
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)