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 1 6 20 83
Fractional cointegration rank estimation 0 0 0 48 1 4 12 155
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 2 6 61
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 1 4 14 78
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 0 1 27 0 2 9 52
Likelihood based testing for no fractional cointegration 0 0 0 90 0 3 9 246
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 1 1 14 271
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 1 4 13 62
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 0 2 11 78
Total Working Papers 0 0 1 518 5 28 108 1,086


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 3 12 49
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 1 31 0 4 12 111
Likelihood based testing for no fractional cointegration 0 0 0 32 1 1 9 119
Observation Driven Long Run Equilibria 0 0 0 9 0 1 9 39
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 0 1 9 13
Total Journal Articles 0 0 1 81 1 10 51 331


Statistics updated 2026-06-04