Pages that link to "Item:Q2445705"
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The following pages link to Tests for cointegration with structural breaks based on subsamples (Q2445705):
Displayed 4 items.
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)