Pages that link to "Item:Q2697069"
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The following pages link to Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069):
Displaying 6 items.
- Cointegration tests in the presence of structural breaks (Q1906293) (← 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)
- Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Threshold Cointegration and the PPP Hypothesis (Q5756442) (← links)