Pages that link to "Item:Q281053"
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The following pages link to Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053):
Displaying 4 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
