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Dickey-Fuller cointegration tests in the presence of regime shifts at known time - MaRDI portal

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Dickey-Fuller cointegration tests in the presence of regime shifts at known time (Q819368)

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scientific article; zbMATH DE number 5015808
Language Label Description Also known as
English
Dickey-Fuller cointegration tests in the presence of regime shifts at known time
scientific article; zbMATH DE number 5015808

    Statements

    title
    Dickey-Fuller cointegration tests in the presence of regime shifts at known time (English)
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    author
    Uwe Hassler
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    publication date
    28 March 2006
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    zbMATH Keywords
    step dummy
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    break in parameters
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    Monte Carlo, German money demand
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    65C05
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    zbMATH DE Number
    5015808
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