A simple method of testing for cointegration subject to multiple regime changes (Q1607269)
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scientific article; zbMATH DE number 1774141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple method of testing for cointegration subject to multiple regime changes |
scientific article; zbMATH DE number 1774141 |
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A simple method of testing for cointegration subject to multiple regime changes (English)
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31 July 2002
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Cointegration
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Hypothesis testing
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Markov switching
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Standardized residuals
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