Pages that link to "Item:Q5436947"
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The following pages link to Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947):
Displayed 5 items.
- 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← 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)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)