Pages that link to "Item:Q3440752"
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The following pages link to Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752):
Displaying 8 items.
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- Testing for no-cointegration under time-varying variance (Q2315402) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)