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Testing for parameter constancy using chebyshev time polynomials
Martins, Luís Filipe - In: The Manchester School 81 (2013) 4, pp. 586-598
Persistent link: https://www.econbiz.de/10009783951
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Tests for the null hypothesis of cointegration : a Monte Carlo comparison
Gabriel, Vasco J. - In: Econometric reviews 22 (2003) 4, pp. 411-435
Persistent link: https://www.econbiz.de/10001843552
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Tests for segmented cointegration : an application to US governments budgets
Martins, Luís Filipe; Rodrigues, Paulo M. M. - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 567-600
Persistent link: https://www.econbiz.de/10013440317
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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