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 0 0 35 0 1 20 84
Fractional cointegration rank estimation 0 0 0 48 0 1 12 156
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 2 2 8 63
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 1 3 17 81
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 0 1 27 1 1 9 53
Likelihood based testing for no fractional cointegration 0 0 0 90 0 0 9 246
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 1 1 13 272
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 2 3 16 65
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 1 1 12 79
Total Working Papers 0 0 1 518 8 13 116 1,099


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 0 1 13 50
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 1 2 32 20 22 34 133
Likelihood based testing for no fractional cointegration 0 0 0 32 0 1 9 120
Observation Driven Long Run Equilibria 0 1 1 10 0 1 10 40
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 0 0 9 13
Total Journal Articles 0 2 3 83 20 25 75 356


Statistics updated 2026-09-10