Pages that link to "Item:Q1867711"
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The following pages link to A CUSUM test for cointegration using regression residuals (Q1867711):
Displayed 14 items.
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)