Pages that link to "Item:Q4828168"
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The following pages link to Error Correction Models for Fractionally Cointegrated Time Series (Q4828168):
Displaying 6 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)