Pages that link to "Item:Q5436947"
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The following pages link to Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947):
Displaying 13 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← 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)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis (Q5130184) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
