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):
Displaying 19 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)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← 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)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis (Q5130184) (← links)
- On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Inference on locally ordered breaks in multiple regressions (Q5864466) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- A data-driven approach to detecting change points in linear regression models (Q6626120) (← links)
