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Testing for structural change in cointegrated regression models: some comparisons and generalizations
11 references·5 citing·41 second hop
Testing for structural change in cointegrated regression models: some comparisons and generalizations (1996)Testing for structural change in cointegr…Testing for structural breaks in cointegrated relationships (1996)Testing for structural breaks…Optimal changepoint tests for normal linear regression (1996)Optimal changepoint tests for…Parameter Constancy in Cointegrating Regressions (1994)Parameter Constancy in Cointe…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Parameter constancy in cointegrating regressions (1993)Parameter constancy in cointe…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…Análisis de las funciones de importación y exportación de México (1980-2000) (2017)Análisis de las funciones de …A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION (2017)A TIME-VARYING APPROACH OF TH…Instability in cointegration regressions: a brief review with an application to money demand in Portugal (2003)Instability in cointegration …Instability tests in cointegration relationships. 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(2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests (2003)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)
this work references cited by second hop

References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 1996Optimal changepoint tests for normal linear regression304 cited
  • 1996Testing for structural breaks in cointegrated relationships267 cited
  • 1994Parameter Constancy in Cointegrating Regressions87 cited
  • 1993Parameter constancy in cointegrating regressions70 cited

Cited by

  • 1999Determinación del nivel de precios y la dinámica inflacionaria en México32 cited
  • 2017A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION21 cited
  • 2017Análisis de las funciones de importación y exportación de México (1980-2000)16 cited
  • 2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal

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14 cited
  • 2002Instability tests in cointegration relationships. An application to the term structure of interest rates12 cited