Pages that link to "Item:Q4488945"
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The following pages link to Some tests for parameter constancy in cointegrated VAR‐models (Q4488945):
Displayed 36 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Natural rate doubts (Q1017004) (← links)
- The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Reduced rank regression in cointegrated models. (Q1858914) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
- The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
- A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- Detecting capital market convergence clubs (Q2691710) (← links)
- Interest rate pass-through: a nonlinear vector error-correction approach (Q2691725) (← links)
- The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (Q2697098) (← links)
- The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
- MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (Q2886978) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1 (Q3623567) (← links)
- ‘Slow-burn’ spillover and ‘fast and furious’ contagion: a study of international stock markets (Q4683033) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
- On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
