Pages that link to "Item:Q295697"

The following pages link to The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697):

Displaying 15 items.

• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
• Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)