Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698)
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scientific article; zbMATH DE number 1903724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Size and power of some cointegration tests under structural breaks and heteroskedastfc noise |
scientific article; zbMATH DE number 1903724 |
Statements
Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (English)
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4 May 2003
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power
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size distortions
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cointegration
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common factor systems
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regime shifts
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0.91034347
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0.90931946
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0.9040761
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0.89603364
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0.8905407
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0.8850607
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0.8849611
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