Pages that link to "Item:Q1351725"

The following pages link to Diagnostic test for structural change in cointegrated regression models (Q1351725):

Displaying 8 items.

• Robust inference in nonstationary time series models (Q527996) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
• Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
• Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)