Pages that link to "Item:Q1867711"

The following pages link to A CUSUM test for cointegration using regression residuals (Q1867711):

Displaying 19 items.

• Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
• Quantile cointegrating regression (Q302196) (← links)
• Robust inference in nonstationary time series models (Q527996) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• On partial-sum processes of ARMAX residuals (Q2284371) (← links)
• The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
• Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
• Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
• Functional-coefficient cointegration models (Q2630069) (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
• SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
• COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) (← links)
• DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
• CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)
• Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)