Pages that link to "Item:Q1607269"
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The following pages link to A simple method of testing for cointegration subject to multiple regime changes (Q1607269):
Displaying 7 items.
- Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368) (← links)
- A case study of the residual-based cointegration procedure (Q1430407) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)