Pages that link to "Item:Q5433625"
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The following pages link to A mixture‐distribution factor model for multivariate outliers (Q5433625):
Displaying 10 items.
- Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368) (← links)
- The effects of \(I(1)\) series on cointegration inference (Q1428295) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- Cointegration analysis in the presence of outliers (Q3156196) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)