Pages that link to "Item:Q1867711"
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The following pages link to A CUSUM test for cointegration using regression residuals (Q1867711):
Displaying 31 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- A test of serial independence of deviations from cointegrating relations (Q1929378) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- The effect of linear time trends on the KPSS test for cointegration (Q2740036) (← links)
- Semiparametric functional coefficient models with integrated covariates (Q2845027) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) (← links)
- Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- Residuals‐based tests for cointegration with generalized least‐squares detrended data (Q5093933) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)
- Durbin-Hausman tests for cointegration (Q5894580) (← links)
- Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)