Pages that link to "Item:Q2497796"
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The following pages link to Testing for cointegration in the presence of mis-specified structural change (Q2497796):
Displaying 4 items.
- Testing misspecified cointegrating relationships (Q1274178) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)