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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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Identification using stability restrictions
Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 5, pp. 1799-1851
Persistent link: https://www.econbiz.de/10011556917
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823