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Testing the Null of Co-integration in the Presence of Variance Breaks - MaRDI portal

Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752)

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Testing the Null of Co-integration in the Presence of Variance Breaks
scientific article

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    title
    Testing the Null of Co-integration in the Presence of Variance Breaks (English)
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    author
    Giuseppe Cavaliere
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    A. M. Robert Taylor
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    publication date
    29 May 2007
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    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F40
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    zbMATH DE Number
    5158746
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    zbMATH Keywords
    fixed repressors bootstrap
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    vector-valued time series
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    asymptotic distribution
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    OpenAlex ID
    W2146990306
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