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A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221
Persistent link: https://www.econbiz.de/10001690295
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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Response surface estimates of stationarity tests with a structural break
Presno, María José; López, Ana Jesús - In: Economics letters 78 (2003) 3, pp. 395-399
Persistent link: https://www.econbiz.de/10001741149
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A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan; Chen, Zhenlong - In: Economics letters 146 (2016), pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
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A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang - In: Economics letters 228 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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Cointegration and the joint confirmation hypothesis
Gabriel, Vasco J. - In: Economics letters 78 (2003) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10001728083
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Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe - In: Economics letters 67 (2000) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390