Pages that link to "Item:Q1410566"

The following pages link to Estimating fractional cointegration in the presence of polynomial trends (Q1410566):

Displaying 21 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← 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)
• Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach (Q1020079) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Semiparametric estimation of fractional cointegrating subspaces (Q2373586) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
• Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
• Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)