Pages that link to "Item:Q2776857"
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The following pages link to Monte Carlo tests of cointegration with structural breaks (Q2776857):
Displaying 5 items.
- Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- The effects of ignoring level shifts on systems cointegration tests (Q2474710) (← links)