A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323)
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scientific article; zbMATH DE number 7492794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two‐step procedure for testing partial parameter stability in cointegrated regression models |
scientific article; zbMATH DE number 7492794 |
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A two‐step procedure for testing partial parameter stability in cointegrated regression models (English)
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17 March 2022
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cointegration
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partial structural change
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break date
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sup-Wald tests
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joint hypothesis testing
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