Testing for Multiple Structural Changes in Cointegrated Regression Models
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Publication:3063002
DOI10.1198/jbes.2009.07220zbMath1202.62119OpenAlexW3123967823MaRDI QIDQ3063002
Mohitosh Kejriwal, Pierre Perron
Publication date: 30 December 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2009.07220
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05) Asymptotic properties of parametric tests (62F05) Sequential estimation (62L12)
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