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 4 5 19 82
Fractional cointegration rank estimation 0 0 0 48 2 4 11 154
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 2 2 7 61
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 3 5 13 77
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 0 0 1 27 1 2 9 52
Likelihood based testing for no fractional cointegration 0 0 0 90 3 3 10 246
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 0 2 13 270
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 3 5 12 61
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 1 2 11 78
Total Working Papers 0 0 1 518 19 30 105 1,081


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 3 3 12 49
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 1 1 31 2 5 13 111
Likelihood based testing for no fractional cointegration 0 0 0 32 0 0 8 118
Observation Driven Long Run Equilibria 0 0 0 9 1 2 11 39
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 1 2 9 13
Total Journal Articles 0 1 1 81 7 12 53 330


Statistics updated 2026-05-06