Pages that link to "Item:Q2700541"
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The following pages link to Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541):
Displaying 4 items.
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)