Pages that link to "Item:Q736564"

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):

Displaying 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)