Pages that link to "Item:Q2744944"
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The following pages link to Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process (Q2744944):
Displayed 6 items.
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← 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)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)