Testing for structural breaks in cointegrated relationships (Q1915456): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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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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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Q4834791
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+Q3795435
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
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