Pages that link to "Item:Q5958409"
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The following pages link to Testing the null of cointegration in the presence of a structural break (Q5958409):
Displaying 11 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- 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)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- (Q4489932) (← links)