Pages that link to "Item:Q1906293"

The following pages link to Cointegration tests in the presence of structural breaks (Q1906293):

Displaying 37 items.

• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368) (← links)
• LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
• Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
• On stationary tests in the presence of structural breaks (Q1391050) (← links)
• A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
• Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
• Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
• A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
• Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• Bartlett corrections in cointegration testing (Q1960594) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
• Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
• Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
• Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
• Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
• Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
• (Q2971501) (← links)
• Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
• New Improved Tests for Cointegration with Structural Breaks (Q3505315) (← links)
• Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
• Distributions of error correction tests for cointegration (Q4416010) (← links)
• NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
• (Q4489932) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• Durbin-Hausman tests for cointegration (Q5906476) (← links)
• Testing the null of cointegration in the presence of a structural break (Q5958409) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)