Pages that link to "Item:Q736564"
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The following pages link to Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564):
Displayed 8 items.
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)