Details about Katarzyna Łasak

Access statistics for papers by Katarzyna Łasak.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pla301

Working Papers

2018

1. Likelihood based inference for an Identifiable Fractional Vector Error Correction Model
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2015

2. In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute
3. In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   See also Journal Article In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models, International Journal of Forecasting, Elsevier (2016) View citations (19) (2016)

2014

4. Fractional Cointegration Rank Estimation
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (2)
   See also Journal Article Fractional Cointegration Rank Estimation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (4) (2015)
5. On an Estimation Method for an Alternative Fractionally Cointegrated Model
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014)

2008

6. Likelihood based testing for no fractional cointegration
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
   See also Journal Article Likelihood based testing for no fractional cointegration, Journal of Econometrics, Elsevier (2010) View citations (14) (2010)
7. Maximum likelihood estimation of fractionally cointegrated systems
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (13)

Journal Articles

2022

1. Spurious multivariate regressions under fractionally integrated processes
   Communications in Statistics - Theory and Methods, 2022, 51, (7), 2034-2056

2020

2. Observation Driven Long Run Equilibria
   Computational Economics, 2020, 55, (2), 551-575 View citations (1)

2016

3. In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
   International Journal of Forecasting, 2016, 32, (3), 875-887 View citations (19)
   See also Working Paper In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models, Tinbergen Institute Discussion Papers (2015) View citations (2) (2015)

2015

4. Fractional Cointegration Rank Estimation
   Journal of Business & Economic Statistics, 2015, 33, (2), 241-254 View citations (4)
   See also Working Paper Fractional Cointegration Rank Estimation, Tinbergen Institute Discussion Papers (2014) View citations (2) (2014)

2010

5. Likelihood based testing for no fractional cointegration
   Journal of Econometrics, 2010, 158, (1), 67-77 View citations (14)
   See also Working Paper Likelihood based testing for no fractional cointegration, CREATES Research Papers (2008) View citations (3) (2008)