A note on tests of partial parameter stability in the cointegrated system (Q1934806): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2007.09.043
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+W2018071406
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Testing for structural breaks in cointegrated relationships
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+Structural changes in the cointegrated vector autoregressive model
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+Distinguishing between trend-break models: method and empirical evidence
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+Test for partial parameter instability in regressions with \(I(1)\) processes
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+Stability tests in error correction models
@@ Property / cites work: Stability tests in error correction models / rank @@
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