A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863): Difference between revisions

@@ Property / author @@
-Stephen G. Hall
@@ Property / author: Stephen G. Hall / rank @@
-Normal rank
@@ Property / author @@
+Stephen G. Hall
@@ Property / author: Stephen G. Hall / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11079-005-5871-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2022172649
@@ Property / OpenAlex ID: W2022172649 / rank @@
+Normal rank
@@ Property / cites work @@
+A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
+Normal rank
@@ Property / cites work @@
+Structural relations, cointegration and identification: Some simple results and their application
+Normal rank
@@ Property / cites work @@
+On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices.
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Some tests for parameter constancy in cointegrated VAR‐models
+Normal rank
@@ Property / cites work @@
+Diagnostic test for structural change in cointegrated regression models
+Normal rank