Testing for the cointegration rank when some cointegrating directions are changing (Q261903): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2061622228 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing For and Dating Common Breaks in Multivariate Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3339131 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial cointegration. Estimation and test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual-based tests for cointegration in models with regime shifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for structural breaks in cointegrated relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some tests for parameter constancy in cointegrated VAR‐models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of cointegrating rank with trend-break / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of cointegration vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Modified Least Squares and Vector Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability tests in error correction models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Common Trends / rank
 
Normal rank

Latest revision as of 15:58, 11 July 2024

scientific article
Language Label Description Also known as
English
Testing for the cointegration rank when some cointegrating directions are changing
scientific article

    Statements

    Testing for the cointegration rank when some cointegrating directions are changing (English)
    0 references
    0 references
    0 references
    0 references
    24 March 2016
    0 references
    multivariate time series
    0 references
    cointegration
    0 references
    structural break
    0 references
    rank tests
    0 references

    Identifiers