Pages that link to "Item:Q2445705"
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The following pages link to Tests for cointegration with structural breaks based on subsamples (Q2445705):
Displaying 12 items.
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- Subsampling the Johansen test with stable innovations (Q2810412) (← links)
- Subsampling cointegration tests in heavy-tailed observation (Q2993935) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)