Pages that link to "Item:Q738027"
From MaRDI portal
The following pages link to Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027):
Displaying 11 items.
- Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John's, Canada, July 6--8, 2015 (Q267823) (← links)
- Spurious correlation under fractional integration in output series (Q974192) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
- A new correlation for bivariate time series with a higher order of integration (Q5083879) (← links)
- Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
