Pages that link to "Item:Q2630204"
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The following pages link to Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204):
Displaying 24 items.
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Nonstationary term premia and cointegration of the term structure (Q1927363) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- System Estimation of Panel Data Models Under Long-Range Dependence (Q6634835) (← links)
- Fractionally integrated curve time series with cointegration (Q6635575) (← links)