Cointegration tests in the presence of structural breaks.

Cointegration tests in the presence of structural breaks.

他のバージョン（1件）を表示する

書誌詳細
主要な著者:	Campos, J, Ericsson, N, Hendry, D
フォーマット:	Working paper
言語:	English
出版事項:	Federal Reserve Board (U.S.) 1993

類似資料

Cointegration Tests in the Presence of Structural Breaks.
著者:: Campos, J, 等
出版事項: (1996)

Inflation and Productivity in Iran, Cointegration Tests in the Presence of Structural Breaks
著者:: Ali Hossein Samadi, 等
出版事項: (2006-06-01)

Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend.
著者:: Johansen, S, 等
出版事項: (2000)

Exogeneity, cointegration, and economic policy analysis.
著者:: Ericsson, N, 等
出版事項: (1998)

Exogeneity, Cointegration, and Economic Policy Analysis.
著者:: Ericsson, N, 等
出版事項: (1998)

THE EFFECT OF STRUCTURAL BREAKS ON THE ENGLE-GRANGER TEST FOR COINTEGRATION
著者:: Antonio E. Noriega, 等
出版事項: (2012-01-01)

Revisiting UK consumers' expenditure: Cointegration, breaks and robust forecasts.
著者:: Hendry, D
出版事項: (2011)

Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK.
著者:: Ericsson, N, 等
出版事項: (1994)

Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom.
著者:: Ericsson, N, 等
出版事項: (1993)

Testing Integration and Cointegration: An Overview.
著者:: Banerjee, A, 等
出版事項: (1992)

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
著者:: Francesca Di Iorio, 等
出版事項: (2007-12-01)

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
著者:: Francesca Di Iorio, 等
出版事項: (2007-08-01)

Forecasting in the presence of structural breaks and policy regime shifts
著者:: Hendry, D, 等
出版事項: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2002)

Panel Cointegration Testing in the Presence of Linear Time Trends
著者:: Uwe Hassler, 等
出版事項: (2016-11-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
著者:: Cuneyt Dumrul, 等
出版事項: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
著者:: Cuneyt Dumrul, 等
出版事項: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
著者:: Cuneyt Dumrul, 等
出版事項: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
著者:: Cuneyt Dumrul, 等
出版事項: (2015-09-01)

Forecasting in Cointegration Systems.
著者:: Clements, M, 等
出版事項: (1995)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1992)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1999)

Cointegration Analysis: An International Enterprise.
著者:: Hendry, D
出版事項: (1997)

Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
著者:: Kurita, T, 等
出版事項: (2019)

Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
著者:: Takamitsu Kurita, 等
出版事項: (2019-10-01)

East Asian financial integration: a cointegration test allowing for structural break and the role of regional institutions
著者:: Ibrahim, Saifuzzaman
出版事項: (2009)

Econometric Modelling with Cointegrated Variables: An Overview.
著者:: Hendry, D
出版事項: (2011)

Econometric Modelling with Cointegrated Variables: An Overview.
著者:: Hendry, D
出版事項: (1986)

Clive W.J. Granger and Cointegration
著者:: Castle, J, 等
出版事項: (2017)

Clive W.J. Granger and cointegration
著者:: Castle, J, 等
出版事項: (2017)

Linkages among commodity futures prices in the recent financial crisis: An application of cointegration tests with a structural break
著者:: Yoichi Tsuchiya
出版事項: (2015-12-01)

Explaining Cointegration Analysis: Part 1.
著者:: Hendry, D, 等
出版事項: (2000)

Explaining Cointegration Analysis: Part II.
著者:: Hendry, D, 等
出版事項: (2000)

Explaining Cointegration Analysis: Part II.
著者:: Hendry, D, 等
出版事項: (2001)

Modelling Cointegrated Processes : Final report.
著者:: Muellbauer, J, 等
出版事項: (1998)

Professor Sir Clive W.J. Granger and Cointegration.
著者:: Hendry, D
出版事項: (2010)

COINTEGRATION WITH STRUCTURAL BREAKS MONEY DEMAND, INCOME, INTEREST RATES AND EXCHANGE RATE MODELS:
著者:: Gertrude Muwanga
出版事項: (2024-12-01)

A note on spurious break and regime shift in cointegrating relationship
著者:: Bai, Jushan
出版事項: (2011)