Research graph
References from Determination of cointegrating rank in fractional systems. Local targets link to admitted publications; unresolved targets remain external evidence.
On the definition of (co-)integration
10.1111/1467-9892.00128 · 1999 · External reference
On large-sample estimation for the mean of a stationary random sequence
10.1214/aos/1176342867 · 1974 · External reference
Asymptotic theory for principal component analysis
10.1214/aoms/1177704248 · 1963 · External reference
Unresolved reference
1984 · External reference
Unresolved reference
1993 · External reference
Unresolved reference
1975 · External reference
Martingale central limit theorems
10.1214/aoms/1177693494 · 1971 · External reference
A fractional cointegration analysis of purchasing power parity
10.1080/07350015.1993.10509936 · 1993 · External reference
Likelihood ratio statistics for autoregressive time series with a unit root
10.2307/1912517 · 1981 · External reference
On the power of Dickey–Fuller tests against fractional alternatives
10.1016/0165-1765(91)90163-f · 1991 · External reference
Co-integration and error correction: representation, estimation and testing
10.2307/1913236 · 1987 · External reference
Unresolved reference
1991 · External reference
An enlarged definition of cointegration
10.1016/0165-1765(95)00733-4 · 1996 · External reference
Two methods for estimation of dimensionality in canonical correlation analysis and the multivariate linear model.
1985 · External reference
Estimation of dimensionality in canonical correlation analysis
10.1093/biomet/66.2.345 · 1979 · External reference
The estimation and application of long memory time series models
10.1111/j.1467-9892.1983.tb00371.x · 1983 · External reference
On estimating the dimensionality in canonical correlation analysis
10.1006/jmva.1997.1677 · 1997 · External reference
Unresolved reference
1996 · External reference
Bandwidth choice in Gaussian semiparametric estimation of long-range dependence.
1996 · External reference
Unresolved reference
1996 · External reference
Unresolved reference
1996 · External reference
Statistical aspects of self-similar processes.
1987 · External reference
Unresolved reference
1968 · External reference
Unresolved reference
External reference
A semiparametric two-step estimator in a multivariate long memory model
10.1016/s0304-4076(98)00038-4 · 1999 · External reference
On closed testing procedures with special references to ordered analysis of variance
10.1093/biomet/63.3.655 · 1976 · External reference
Critical values for cointegration tests.
1991 · External reference
Testing for cointegration using principal components methods
10.1016/0165-1889(88)90040-1 · 1988 · External reference
Asymptotic properties of residual based cointegration tests
10.2307/2938339 · 1990 · External reference
Semiparametric analysis of long-memory time series
10.1214/aos/1176325382 · 1994 · External reference
Log-periodogram regression of time series with long range dependence
10.1214/aos/1176324636 · 1995 · External reference
Gaussian semiparametric estimation of long range dependence
10.1214/aos/1176324317 · 1995 · External reference
Unresolved reference
External reference
Testing for unit roots in autoregressive-moving average models of unknown order
10.1093/biomet/71.3.599 · 1984 · External reference
Testing common trends
10.1080/01621459.1988.10478707 · 1988 · External reference
Gaussian semiparametric estimation of nonstationary time series
10.1111/1467-9892.00127 · 1999 · External reference
Unresolved reference
1974 · External reference
