Pages that link to "Item:Q451251"
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The following pages link to Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251):
Displaying 17 items.
- The distance between rival nonstationary fractional processes (Q265027) (← 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)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- System Estimation of Panel Data Models Under Long-Range Dependence (Q6634835) (← links)
