New Improved Tests for Cointegration with Structural Breaks (Q3505315): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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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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+Tests for cointegration. A Monte Carlo comparison
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Time Series Regression with a Unit Root
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+A modification of the Schmidt-Phillips unit root test
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