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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2012) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10010099083
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DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1442
Persistent link: https://www.econbiz.de/10008088968
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806