Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947): 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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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Q3947020
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+Residual-based tests for cointegration in models with regime shifts
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+Multivariate linear time series models
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+Structural changes in the cointegrated vector autoregressive model
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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 stationarity with a break
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+Efficient estimation and inference in cointegrating regressions with structural change
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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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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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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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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