Pages that link to "Item:Q1298467"

The following pages link to Tests of cointegrating rank with trend-break (Q1298467):

Displaying 15 items.

• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• Structural breaks with deterministic and stochastic trends (Q265106) (← links)
• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• The impact of structural breaks on the integration of the ASEAN-5 stock markets (Q1025348) (← links)
• A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
• Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
• ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• TIME-VARYING COINTEGRATION (Q4933586) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)