Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855): Difference between revisions

@@ Property / author @@
-Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
-Normal rank
@@ Property / author @@
+Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Cointegration tests in the presence of structural breaks
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ Property / cites work @@
+Tests of cointegrating rank with trend-break
@@ Property / cites work: Tests of cointegrating rank with trend-break / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Cointegration analysis in the presence of structural breaks in the deterministic trend
+Normal rank
@@ Property / cites work @@
+Testing for the cointegrating rank of a VAR process with a time trend
+Normal rank
@@ Property / cites work @@
+Stability tests in error correction models
@@ Property / cites work: Stability tests in error correction models / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
+Normal rank
@@ Property / cites work @@
+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
+Normal rank