Cointegration tests in the presence of structural breaks.

Cointegration tests in the presence of structural breaks.

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Bibliografische gegevens
Hoofdauteurs:	Campos, J, Ericsson, N, Hendry, D
Formaat:	Working paper
Taal:	English
Gepubliceerd in:	Federal Reserve Board (U.S.) 1993

Gelijkaardige items

Cointegration Tests in the Presence of Structural Breaks.
door: Campos, J, et al.
Gepubliceerd in: (1996)

Inflation and Productivity in Iran, Cointegration Tests in the Presence of Structural Breaks
door: Ali Hossein Samadi, et al.
Gepubliceerd in: (2006-06-01)

Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend.
door: Johansen, S, et al.
Gepubliceerd in: (2000)

Exogeneity, cointegration, and economic policy analysis.
door: Ericsson, N, et al.
Gepubliceerd in: (1998)

Exogeneity, Cointegration, and Economic Policy Analysis.
door: Ericsson, N, et al.
Gepubliceerd in: (1998)

THE EFFECT OF STRUCTURAL BREAKS ON THE ENGLE-GRANGER TEST FOR COINTEGRATION
door: Antonio E. Noriega, et al.
Gepubliceerd in: (2012-01-01)

Revisiting UK consumers' expenditure: Cointegration, breaks and robust forecasts.
door: Hendry, D
Gepubliceerd in: (2011)

Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK.
door: Ericsson, N, et al.
Gepubliceerd in: (1994)

Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom.
door: Ericsson, N, et al.
Gepubliceerd in: (1993)

Testing Integration and Cointegration: An Overview.
door: Banerjee, A, et al.
Gepubliceerd in: (1992)

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
door: Francesca Di Iorio, et al.
Gepubliceerd in: (2007-12-01)

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
door: Francesca Di Iorio, et al.
Gepubliceerd in: (2007-08-01)

Forecasting in the presence of structural breaks and policy regime shifts
door: Hendry, D, et al.
Gepubliceerd in: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
door: Hendry, D, et al.
Gepubliceerd in: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
door: Hendry, D, et al.
Gepubliceerd in: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
door: Hendry, D, et al.
Gepubliceerd in: (2002)

Panel Cointegration Testing in the Presence of Linear Time Trends
door: Uwe Hassler, et al.
Gepubliceerd in: (2016-11-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
door: Cuneyt Dumrul, et al.
Gepubliceerd in: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
door: Cuneyt Dumrul, et al.
Gepubliceerd in: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
door: Cuneyt Dumrul, et al.
Gepubliceerd in: (2015-07-01)

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
door: Cuneyt Dumrul, et al.
Gepubliceerd in: (2015-09-01)

Forecasting in Cointegration Systems.
door: Clements, M, et al.
Gepubliceerd in: (1995)

Forecasting in Cointegrated Systems.
door: Clements, M, et al.
Gepubliceerd in: (1992)

Forecasting in Cointegrated Systems.
door: Clements, M, et al.
Gepubliceerd in: (1999)

Cointegration Analysis: An International Enterprise.
door: Hendry, D
Gepubliceerd in: (1997)

Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
door: Kurita, T, et al.
Gepubliceerd in: (2019)

Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
door: Takamitsu Kurita, et al.
Gepubliceerd in: (2019-10-01)

East Asian financial integration: a cointegration test allowing for structural break and the role of regional institutions
door: Ibrahim, Saifuzzaman
Gepubliceerd in: (2009)

Econometric Modelling with Cointegrated Variables: An Overview.
door: Hendry, D
Gepubliceerd in: (2011)

Econometric Modelling with Cointegrated Variables: An Overview.
door: Hendry, D
Gepubliceerd in: (1986)

Clive W.J. Granger and Cointegration
door: Castle, J, et al.
Gepubliceerd in: (2017)

Clive W.J. Granger and cointegration
door: Castle, J, et al.
Gepubliceerd in: (2017)

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

Explaining Cointegration Analysis: Part 1.
door: Hendry, D, et al.
Gepubliceerd in: (2000)

Explaining Cointegration Analysis: Part II.
door: Hendry, D, et al.
Gepubliceerd in: (2000)

Explaining Cointegration Analysis: Part II.
door: Hendry, D, et al.
Gepubliceerd in: (2001)

Modelling Cointegrated Processes : Final report.
door: Muellbauer, J, et al.
Gepubliceerd in: (1998)

Professor Sir Clive W.J. Granger and Cointegration.
door: Hendry, D
Gepubliceerd in: (2010)

COINTEGRATION WITH STRUCTURAL BREAKS MONEY DEMAND, INCOME, INTEREST RATES AND EXCHANGE RATE MODELS:
door: Gertrude Muwanga
Gepubliceerd in: (2024-12-01)

A note on spurious break and regime shift in cointegrating relationship
door: Bai, Jushan
Gepubliceerd in: (2011)