Pages that link to "Item:Q2707872"
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The following pages link to Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872):
Displayed 27 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
- The impact of structural breaks on the integration of the ASEAN-5 stock markets (Q1025348) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← 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)
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- The transfer problem in the euro area (Q2316887) (← links)
- The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- (Q2971499) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Cointegration analysis in the presence of outliers (Q3156196) (← links)
- BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)