Pages that link to "Item:Q736545"
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The following pages link to Semiparametric inference in multivariate fractionally cointegrated systems (Q736545):
Displaying 19 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
