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 0 8 15 77
Fractional cointegration rank estimation 0 0 0 48 1 4 8 151
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 2 5 59
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 2 8 10 74
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 0 1 27 0 5 8 50
Likelihood based testing for no fractional cointegration 0 0 0 90 0 4 7 243
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 2 5 13 270
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 0 6 9 76
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 2 9 10 58
Total Working Papers 0 0 2 518 7 51 85 1,058


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 6 9 46
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 1 1 1 31 1 5 9 107
Likelihood based testing for no fractional cointegration 0 0 0 32 0 6 8 118
Observation Driven Long Run Equilibria 0 0 0 9 1 3 10 38
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 1 7 8 12
Total Journal Articles 1 1 1 81 3 27 44 321


Statistics updated 2026-03-04