Pages that link to "Item:Q1377329"
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The following pages link to Stability tests in error correction models (Q1377329):
Displaying 10 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
- Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) (← links)