Pages that link to "Item:Q4463296"

The following pages link to On the robustness of cointegration tests when series are fractionally intergrated (Q4463296):

Displaying 7 items.

• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
• A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)