Pages that link to "Item:Q2065321"

The following pages link to A comparison of semiparametric tests for fractional cointegration (Q2065321):

Displaying 11 items.

• Residual-based test for fractional cointegration (Q498750) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• (Q3517645) (← links)
• Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473) (← links)
• Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
• Semiparametric fractional cointegration analysis (Q5952032) (← links)