Monte Carlo tests of cointegration with structural breaks (Q2776857): Difference between revisions

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-Ralf Oestermark
@@ Property / author: Ralf Oestermark / rank @@
-Normal rank
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+Ralf Oestermark
@@ Property / author: Ralf Oestermark / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1108/03684920010346347
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+W2054268019
@@ Property / OpenAlex ID: W2054268019 / rank @@
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
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@@ Property / cites work @@
+Tests for cointegration. A Monte Carlo comparison
@@ Property / cites work: Tests for cointegration. A Monte Carlo comparison / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Asymptotic Properties of Residual Based Tests for Cointegration
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@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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@@ links / mardi / name / links / mardi / name @@
+Publication:2776857