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First Stage Estimation of Fractional Cointegration.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 1, p. -1, doi. 10.1515/1941-1928.1129
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- Article
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234-256.
- Published in:
- Journal of Agricultural Economics, 2016, v. 67, n. 1, p. 250, doi. 10.1111/1477-9552.12139
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- Publication type:
- Article
Spatial Integration in the Spanish Mackerel Market.
- Published in:
- Journal of Agricultural Economics, 2014, v. 65, n. 1, p. 234, doi. 10.1111/1477-9552.12020
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- Publication type:
- Article
Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 386, doi. 10.1111/jtsa.12478
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- Article
Fixed Bandwidth Inference for Fractional Cointegration.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 544, doi. 10.1111/jtsa.12455
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- Publication type:
- Article
Small- b and Fixed- b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 4, p. 528, doi. 10.1111/jtsa.12113
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- Publication type:
- Article
Weak convergence to a modified fractional Brownian motion.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 519, doi. 10.1111/j.1467-9892.2012.00786.x
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- Publication type:
- Article
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS.
- Published in:
- Econometric Theory, 2020, v. 36, n. 4, p. 751, doi. 10.1017/S0266466619000161
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- Article
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION.
- Published in:
- Econometric Theory, 2008, v. 24, n. 1, p. 216, doi. 10.1017/S0266466608080109
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- Article
UNBALANCED COINTEGRATION.
- Published in:
- Econometric Theory, 2006, v. 22, n. 5, p. 765, doi. 10.1017/S0266466606060361
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- Article