Pages that link to "Item:Q4828159"
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The following pages link to Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159):
Displaying 27 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
- DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- Fractional Cointegration (Q3646978) (← links)
- Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
