On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109)
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scientific article; zbMATH DE number 7281577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the usability of the fluctuation test statistic to identify multiple cointegration break points |
scientific article; zbMATH DE number 7281577 |
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On the usability of the fluctuation test statistic to identify multiple cointegration break points (English)
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3 December 2020
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cointegration
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recursive estimation
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structural breaks
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cointegration breakdown test
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bond markets
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