Katarzyna Lasak
Title
Cited by
Cited by
Year
Likelihood based testing for no fractional cointegration
K Łasak
Journal of Econometrics 158 (1), 67-77, 2010
362010
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
F Blasques, SJ Koopman, K Łasak, A Lucas
International Journal of Forecasting 32 (3), 875-887, 2016
282016
Maximum likelihood estimation of fractionally cointegrated systems
K Łasak
CREATES Research Paper 53, 2008
182008
Fractional cointegration rank estimation
K Łasak, C Velasco
Journal of Business & Economic Statistics 33 (2), 241-254, 2015
122015
Spurious multivariate regressions under fractionally integrated processes
D Ventosa-Santaulària, JE Vera-Valdés, K Łasak, R Ramírez-Vargas
Communications in Statistics-Theory and Methods, 1-23, 2020
2020
Observation Driven Long Run Equilibria
K Łasak, J Lont
Computational Economics 55 (2), 551-575, 2020
2020
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model
F Carlini, K Lasak
Tinbergen Institute Discussion Paper 2018-085/III, 2018
2018
Anew ESTIMATION METHOD OF A FRACTIONAL COINTEGRATED MODEL
F Carlini, K Łasak
Essays on Fractional Filters and Co-Integration, 67, 2016
2016
Rejoinder to the discussion “In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models”
F Blasques, SJ Koopman, K Lasak, A Lucas
International Journal of Forecasting 32 (3), 893-894, 2016
2016
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
F Blasques, SJ Koopman, K Lasak, A Lucas
Tinbergen Institute Discussion Paper 15-027/III, 2015
2015
On an Estimation Method for an Alternative Fractionally Cointegrated Model
F Carlini, K Lasak
Tinbergen Institute Discussion Paper 14-052/III, 2014
2014
Likelihood analysis of fractionally cointegrated systems
K Łasak
2007
On Spurious Regression of Stationary, Fractionally Integrated Processes with Long Memory: Theoretical Analysis and Monte Carlo Study
K Lasak
2003
CREATES Research Paper 2008-53
K Lasak
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