Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200): Difference between revisions

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+W2150142666
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+A REVIEW OF SYSTEMS COINTEGRATION TESTS
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+Applied Time Series Econometrics
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+Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
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+BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
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