Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Multiple Structural Changes in Cointegrated Regression Models |
scientific article |
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Testing for Multiple Structural Changes in Cointegrated Regression Models (English)
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30 December 2010
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change point
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cointegration
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sequential procedure
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unit root
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Wald test
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