Pages that link to "Item:Q4355154"
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The following pages link to Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154):
Displaying 5 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
