Pages that link to "Item:Q5433625"
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The following pages link to A mixture‐distribution factor model for multivariate outliers (Q5433625):
Displaying 5 items.
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)
