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 2 35 4 5 8 69
Fractional cointegration rank estimation 0 0 0 48 1 3 4 147
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 1 2 3 57
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 0 2 2 66
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model 1 1 2 27 1 1 5 45
Likelihood based testing for no fractional cointegration 0 0 0 90 2 2 4 239
Maximum likelihood estimation of fractionally cointegrated systems 0 0 0 120 3 6 8 265
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 39 1 3 3 70
On an Estimation Method for an Alternative Fractionally Cointegrated Model 0 0 0 83 0 0 1 49
Total Working Papers 1 1 4 518 13 24 38 1,007


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 1 3 4 40
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 0 30 1 3 4 102
Likelihood based testing for no fractional cointegration 0 0 0 32 1 1 4 112
Observation Driven Long Run Equilibria 0 0 0 9 2 5 8 35
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 1 1 1 5
Total Journal Articles 0 0 0 80 6 13 21 294


Statistics updated 2025-12-06