Structural changes in the cointegrated vector autoregressive model (Q1810669): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for multiple structural changes
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+The term structure of interest rates in real and monetary economies
+Normal rank
@@ Property / cites work @@
+The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Some tests for parameter constancy in cointegrated VAR‐models
+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 @@
+Reduced-rank regression for the multivariate linear model
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
+Normal rank
@@ Property / cites work @@
+A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(03)00085-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2090961561
@@ Property / OpenAlex ID: W2090961561 / rank @@
+Normal rank