Pages that link to "Item:Q4355154"
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The following pages link to Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154):
Displaying 12 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
