Pages that link to "Item:Q3063002"

The following pages link to Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002):

Displaying 31 items.

• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
• A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
• Has trade become more responsive to income? Assessing the evidence for US imports (Q2416061) (← links)
• Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← 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)
• Wald tests for detecting multiple structural changes in persistence (Q2847584) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• New Improved Tests for Cointegration with Structural Breaks (Q3505315) (← links)
• Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
• Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
• Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis (Q5130184) (← links)
• On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
• Inference on locally ordered breaks in multiple regressions (Q5864466) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)