Pages that link to "Item:Q1305652"
From MaRDI portal
The following pages link to Structural relations, cointegration and identification: Some simple results and their application (Q1305652):
Displayed 4 items.
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)