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 1 35 5 12 15 77
Fractional cointegration rank estimation 0 0 0 48 2 4 7 150
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 2 3 5 59
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 5 6 8 72
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 1 1 27 5 6 8 50
Likelihood based testing for no fractional cointegration 0 0 0 90 4 6 7 243
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 3 6 11 268
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 3 7 9 76
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 6 7 8 56
Total Working Papers 0 1 2 518 35 57 78 1,051


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 6 7 10 46
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 0 30 3 5 8 106
Likelihood based testing for no fractional cointegration 0 0 0 32 6 7 9 118
Observation Driven Long Run Equilibria 0 0 0 9 2 4 9 37
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 4 7 7 11
Total Journal Articles 0 0 0 80 21 30 43 318


Statistics updated 2026-02-12