Pages that link to "Item:Q1305645"
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The following pages link to Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645):
Displaying 10 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- A note on tests for partial parameter instability in the trend stationary model. (Q1606269) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)