Residual-based tests for cointegration in models with regime shifts (Q1906289): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Testing for structural breaks in cointegrated relationships
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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