Pages that link to "Item:Q527990"
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The following pages link to Cointegrating rank selection in models with time-varying variance (Q527990):
Displaying 14 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Reduced rank regression in cointegrated models. (Q1858914) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (Q5093219) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Lag length selection in panel autoregression (Q5864462) (← links)
