Pages that link to "Item:Q281053"

The following pages link to Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053):

Displaying 11 items.

• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• Tests of cointegrating rank with trend-break (Q1298467) (← links)
• Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
• Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
• Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
• Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
• Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)