Fixed Bandwidth Inference for Fractional Cointegration-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Fixed Bandwidth Inference for Fractional Cointegration

Published:2019-03-12 Issue:4 Volume:40 Page:544-572
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Hualde Javier¹,Iacone Fabrizio²³

Affiliation:

1. Department of EconomicsUniversidad Pública de Navarra Pamplona Spain

2. Department of Economics, Management and Quantitative MethodsUniversità degli Studi di Milano Milano Italy

3. Department of Economics and Related StudiesUniversity of York York UK

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12455

Reference42 articles.

1. Nonstationarity-extended local Whittle estimation

2. Inference with dependent data using cluster covariance estimators

3. FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS

4. Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Searching for a Theory That Fits the Data: A Personal Research Odyssey;SSRN Electronic Journal;2018

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP