The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break |
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (English)
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19 May 2015
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time-varying cointegration
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Chebyshev time polynomials
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structural break
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FMLS-based CUSUM test
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