Pages that link to "Item:Q3608200"
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The following pages link to Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200):
Displaying 5 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)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
