✦ LIBER ✦

Diagnostic test for structural change in cointegrated regression models

✍ Scribed by Kang Hao; Brett Inder

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The independence of tests for structural

✍ G.D.A. Phillips; B.P. McCabe 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 214 KB

Testing the Induced Innovation Hypothesi

✍ Shunji Oniki 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 186 KB

Efficient estimation and inference in co

✍ Eiji Kurozumi; Yoichi Arai 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 771 KB

Tree-structured model diagnostics for li

✍ Xiaogang Su; Chih-Ling Tsai; Morgan C. Wang 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 669 KB

Testing for Structural Change in Cointeg

✍ Roberto Golinelli; Renzo Orsi 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 451 KB

Testing for cointegration in the presenc

✍ Steven Cook 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 406 KB