Cointegration tests in the presence of structural breaks (Q1906293)
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scientific article; zbMATH DE number 843659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration tests in the presence of structural breaks |
scientific article; zbMATH DE number 843659 |
Statements
Cointegration tests in the presence of structural breaks (English)
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8 April 1996
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stationary time series
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recursive Monte Carlo
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cointegration tests
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marginal process
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structural break
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estimated error correction models
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0.9709231
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0.95506555
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0.94570875
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0.9452735
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0.9447686
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0.9408474
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