Pages that link to "Item:Q2740042"

The following pages link to Residual-based tests for factorial cointegration: A Monte Carlo study (Q2740042):

Displaying 13 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547) (← links)
• Error Correction Models for Fractionally Cointegrated Time Series (Q4828168) (← links)
• Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
• The Estimation and Testing of the Cointegration Order Based on the Frequency Domain (Q6623222) (← links)