Pages that link to "Item:Q3377435"
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The following pages link to BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435):
Displaying 6 items.
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
