Pages that link to "Item:Q3505315"

The following pages link to New Improved Tests for Cointegration with Structural Breaks (Q3505315):

Displaying 19 items.

• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Response surface estimates of the LM unit root tests (Q777690) (← links)
• Tests of cointegrating rank with trend-break (Q1298467) (← links)
• The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← 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)
• Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
• Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
• A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
• Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
• Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)
• Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
• Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)