Pages that link to "Item:Q1869855"

The following pages link to Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855):

Displaying 11 items.

• Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
• Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process (Q2744944) (← links)
• Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
• Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740) (← 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)
• The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)