The effects of series on cointegration inference.
Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches.
A case study of the residual-based cointegration procedure.
A practical procedure for estimation of linear models via asymptotic quasi-likelihood.
Loss protection in pairs trading through minimum profit bounds: A cointegration approach.
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.
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