Pages that link to "Item:Q520400"

The following pages link to Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400):

Displaying 7 items.

• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)
• Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
• Residuals‐based tests for cointegration with generalized least‐squares detrended data (Q5093933) (← links)
• Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)