Efficient estimation and inference in cointegrating regressions with structural change (Q5430499): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Optimal changepoint tests for normal linear regression
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Cointegration tests in the presence of structural breaks
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+Efficient Tests for an Autoregressive Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Residual-based tests for cointegration in models with regime shifts
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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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+Some tests for parameter constancy in cointegrated VAR‐models
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+Diagnostic test for structural change in cointegrated regression models
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+A REVIEW OF SYSTEMS COINTEGRATION TESTS
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+Tests of cointegrating rank with trend-break
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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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+Testing for the cointegrating rank of a VAR process with a time trend
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+Comparison of tests for the cointegrating rank of a VAR process with a structural shift
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+Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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+Canonical Cointegrating Regressions
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+Fully Modified Least Squares and Vector Autoregression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Stability tests in error correction models
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+TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH  AN INTERCEPT
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+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
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+Q4727203
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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