The following pages link to Fractional Cointegration (Q3646978):
Displaying 12 items.
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (Q1863709) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
- Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Fractionally Integrated Long Horizon Regressions (Q5452768) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
