Pages that link to "Item:Q5475063"
From MaRDI portal
The following pages link to Consistent Testing of Cointegrating Relationships (Q5475063):
Displaying 23 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- A test of serial independence of deviations from cointegrating relations (Q1929378) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
