Diagnostic test for structural change in cointegrated regression models (Q1351725)
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scientific article; zbMATH DE number 984496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic test for structural change in cointegrated regression models |
scientific article; zbMATH DE number 984496 |
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Diagnostic test for structural change in cointegrated regression models (English)
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27 February 1997
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Structural change
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Cointegration
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Fully modified ordinary least squares
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CUSUM test
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