Access Statistics for Katarzyna Łasak

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractional Cointegration Rank Estimation 0 1 1 34 0 1 2 62
Fractional cointegration rank estimation 0 0 0 48 0 0 0 143
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 0 1 54
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 0 0 1 64
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 1 1 26 0 2 2 42
Likelihood based testing for no fractional cointegration 0 0 0 90 0 1 2 236
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 0 0 0 257
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 0 0 0 48
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 0 0 0 67
Total Working Papers 0 2 2 516 0 4 8 973


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractional Cointegration Rank Estimation 0 0 0 8 1 1 1 37
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 4 30 0 0 10 98
Likelihood based testing for no fractional cointegration 0 0 0 32 1 2 2 110
Observation Driven Long Run Equilibria 0 0 0 9 0 1 2 28
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 0 0 1 4
Total Journal Articles 0 0 4 80 2 4 16 277


Statistics updated 2025-03-03