Testing for Cointegration in Markov Switching Error Correction Models (Q5133507)
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scientific article; zbMATH DE number 7272392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Cointegration in Markov Switching Error Correction Models |
scientific article; zbMATH DE number 7272392 |
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Testing for Cointegration in Markov Switching Error Correction Models (English)
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10 November 2020
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Markov switching error correction models
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optimal tests
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Monte Carlo simulations
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price and dividend
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