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

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+Strong rules for detecting the number of breaks in a time series
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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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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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing for unit roots in time series models with non-stationary volatility
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+Almost sure invariance principles for weakly dependent vector-valued random variables
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+Q4870467
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+Generalization of an inequality of Kolmogorov
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Testing for structural change in cointegrated regression models: some comparisons and generalizations
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+DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
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+The limit distribution of the estimates in cointegrated regression models with multiple structural changes
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+Test for partial parameter instability in regressions with \(I(1)\) processes
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Testing Statistical Hypotheses
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+Estimation and inference in nearly unbalanced nearly cointegrated systems
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+Estimating restricted structural change models
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+Structural breaks with deterministic and stochastic trends
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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