A wavelet approach to multiple cointegration testing
Year of publication: |
2013-07-11
|
---|---|
Authors: | Fernandez-Macho, Javier |
Institutions: | Department of Economics, Oxford University |
Subject: | Brownian motion | cointegration | econometric methods | integrated process | multivariate analysis | spectral analysis | time series models | unit roots | wavelet analysis |
-
A Note on Wavelet Correlation and Cointegration
Macho, Fernández, (2013)
-
A Test for the Null of Multiple Cointegrating Vectors
Fernandez-Macho, Javier, (2013)
-
A Simple Test for Spurious Regressions
Noriega, Antonio E., (2011)
- More ...
-
A Test for the Null of Multiple Cointegrating Vectors
Fernandez-Macho, Javier, (2013)
-
Comments on "Combining filter design with model-based filtering"
Fernandez-Macho, Javier, (2005)
-
Forecasting Worldwide Local Carbon Dioxide Levels Using Spectral Techniques and Big Data Sources
Fernandez-Macho, Javier, (2020)
- More ...