Pages that link to "Item:Q1906289"

The following pages link to Residual-based tests for cointegration in models with regime shifts (Q1906289):

Displayed 27 items.

• A confidence interval test for the detection of structural breaks (Q647992) ‎ (← links)
• Tests of cointegrating rank with trend-break (Q1298467) ‎ (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) ‎ (← links)
• Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) ‎ (← links)
• Further evidence on breaking trend functions in macroeconomic variables (Q1371377) ‎ (← links)
• Stability tests in error correction models (Q1377329) ‎ (← links)
• A simple method of testing for cointegration subject to multiple regime changes (Q1607269) ‎ (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) ‎ (← links)
• Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) ‎ (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) ‎ (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) ‎ (← links)
• Testing for structural breaks in cointegrated relationships (Q1915456) ‎ (← links)
• Detection of change in persistence of a linear time series (Q1971788) ‎ (← links)
• Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) ‎ (← links)
• Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) ‎ (← links)
• Testing for cointegration in the presence of mis-specified structural change (Q2497796) ‎ (← links)
• Monte Carlo tests of cointegration with structural breaks (Q2776857) ‎ (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) ‎ (← links)
• BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) ‎ (← links)
• New Improved Tests for Cointegration with Structural Breaks (Q3505315) ‎ (← links)
• A weighted symmetric cointegration test (Q3518408) ‎ (← links)
• ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) ‎ (← links)
• THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (Q5386320) ‎ (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) ‎ (← links)
• Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) ‎ (← links)
• A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) ‎ (← links)
• Testing the null of cointegration in the presence of a structural break (Q5958409) ‎ (← links)