The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.07.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2034884158 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong rules for detecting the number of breaks in a time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / 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: Estimating and Testing Linear Models with Multiple Structural Changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in time series models with non-stationary volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure invariance principles for weakly dependent vector-valued random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4870467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalization of an inequality of Kolmogorov / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for structural change in cointegrated regression models: some comparisons and generalizations / rank
 
Normal rank
Property / cites work
 
Property / cites work: DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limit distribution of the estimates in cointegrated regression models with multiple structural changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for partial parameter instability in regressions with \(I(1)\) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least‐squares Estimation of an Unknown Number of Shifts in a Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Statistical Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and inference in nearly unbalanced nearly cointegrated systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating restricted structural change models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural breaks with deterministic and stochastic trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Structural Changes in Multivariate Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems / rank
 
Normal rank

Latest revision as of 03:21, 12 July 2024

scientific article
Language Label Description Also known as
English
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
scientific article

    Statements

    The limit distribution of the estimates in cointegrated regression models with multiple structural changes (English)
    0 references
    0 references
    0 references
    13 June 2016
    0 references
    change-point
    0 references
    break dates
    0 references
    unit roots
    0 references
    cointegration
    0 references
    confidence intervals
    0 references
    0 references

    Identifiers