Pages that link to "Item:Q3552866"
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The following pages link to Fractional cointegration in the presence of linear trends (Q3552866):
Displaying 16 items.
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Simple regressions with linear time trends (Q2742771) (← links)
- Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
- Fractional Cointegration (Q3646978) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Regulated fractionally integrated processes (Q5397975) (← links)
- A note on fractional differences based on a linear combination between forward and backward differences (Q5948714) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
