Pages that link to "Item:Q295697"
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The following pages link to The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697):
Displayed 6 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)