Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855): Difference between revisions

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+Cointegration tests in the presence of structural breaks
+Normal rank
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+Residual-based tests for cointegration in models with regime shifts
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+Tests of cointegrating rank with trend-break
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+Normal rank
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+Testing for the cointegrating rank of a VAR process with a time trend
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+Stability tests in error correction models
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+Normal rank
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+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
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