Pages that link to "Item:Q4512735"
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The following pages link to MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I (Q4512735):
Displaying 14 items.
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- The Chow-Lin method extended to dynamic models with autocorrelated residuals (Q1695692) (← links)
- Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach (Q3439770) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
- FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
- Temporal Aggregation of Seasonally Near‐Integrated Processes (Q4973947) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES (Q5859555) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
