Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 615, doi. 10.1111/1467-9892.00201
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2000 AND VI 21 AND IP 6
Results: 8
1
2
Adaptive Fourier Series and the Analysis of Periodicities in Time Series Data.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 649, doi. 10.1111/1467-9892.00202
- By:
- Publication type:
- Article
3
Highly Robust Estimation of the Autocovariance Function.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 663, doi. 10.1111/1467-9892.00203
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- Publication type:
- Article
4
Spectral Regression For Cointegrated Time Series With Long-Memory Innovations.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 685, doi. 10.1111/1467-9892.00204
- By:
- Publication type:
- Article
5
On Kay's Frequency Estimator.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 707, doi. 10.1111/1467-9892.00205
- By:
- Publication type:
- Article
6
Testing Linearity For Stationary Time Series Using the Sample Interquartile Range.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 713, doi. 10.1111/1467-9892.00206
- By:
- Publication type:
- Article
7
Testing Gaussianity and Linearity For Random Fields in the Frequency Domain.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 723, doi. 10.1111/1467-9892.00207
- By:
- Publication type:
- Article
8
Index to Volume 21, 2000.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 6, p. 739, doi. 10.1111/1467-9892.00208
- Publication type:
- Article