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The effects of ignoring level shifts on systems cointegration tests - MaRDI portal

The effects of ignoring level shifts on systems cointegration tests (Q2474710)

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The effects of ignoring level shifts on systems cointegration tests
scientific article

    Statements

    title
    The effects of ignoring level shifts on systems cointegration tests (English)
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    author
    Carsten Trenkler
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    publication date
    6 March 2008
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    zbMATH Keywords
    Cointegration
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    level shift
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    Monte Carlo study
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62F05
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    zbMATH DE Number
    5244360
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    OpenAlex ID
    W2115542305
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