Pages that link to "Item:Q265117"
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The following pages link to Cointegration in fractional systems with deterministic trends (Q265117):
Displaying 17 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
- Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- Fractional Cointegration (Q3646978) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
