Pages that link to "Item:Q2000873"
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The following pages link to Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873):
Displaying 5 items.
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Testing independence between exogenous variables and unobserved errors (Q5867567) (← links)
- Identification-Robust Inference With Simulation-Based Pseudo-Matching (Q6190330) (← links)
- The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
- Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)