Pages that link to "Item:Q1869855"
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The following pages link to Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855):
Displaying 5 items.
- 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)
- The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
