Pages that link to "Item:Q1871698"
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The following pages link to Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698):
Displaying 5 items.
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)