Pages that link to "Item:Q2628844"
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The following pages link to A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844):
Displaying 8 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Consistent Testing of Cointegrating Relationships (Q5475063) (← links)
- On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)