Pages that link to "Item:Q1915456"
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The following pages link to Testing for structural breaks in cointegrated relationships (Q1915456):
Displaying 20 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← 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)
