Pages that link to "Item:Q3632377"
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The following pages link to DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377):
Displaying 7 items.
- Residual-based test for fractional cointegration (Q498750) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
- On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)