A Comparison Between Tests for Changes in the Adjustment Coefficients in Cointegrated Systems

Business & Economics

• Adjustment Coefficient 93%
• Cointegrated System 93%
• Sequential Test 48%
• Recursive Estimation 48%
• Sample Size 42%
• Specification Test 39%
• Eigenvalues 38%
• Data Generating Process 38%
• Kalman Filter 37%
• Critical Value 35%
• Misspecification 35%
• Inspection 30%
• Performance 23%
• Benchmark 23%
• Coefficients 23%

Mathematics

• Adjustment Coefficient 100%
• Specification Test 46%
• Recursive Estimation 43%
• Sequential Test 41%
• Kalman Filter 38%
• Kink 37%
• Performance 37%
• Misspecification 36%
• Inspection 34%
• Likely 30%
• Benchmark 30%
• Critical value 28%
• Graphics 26%
• Evidence 25%
• Sample Size 23%
• Eigenvalue 19%
• Coefficient 15%

Engineering & Materials Science

• Kalman filters 19%
• Inspection 15%
• Specifications 13%