Pages that link to "Item:Q5226146"
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The following pages link to Fixed Bandwidth Inference for Fractional Cointegration (Q5226146):
Displaying 4 items.
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)