Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Dickey-Fuller cointegration tests in the presence of regime shifts at known time - MaRDI portal

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

From MaRDI portal

Publication:819368

Jump to:navigation, search

zbMath1123.62318MaRDI QIDQ819368

Uwe Hassler

Publication date: 28 March 2006

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

break in parameters Monte Carlo, German money demand step dummy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

This page was built for publication: Dickey-Fuller cointegration tests in the presence of regime shifts at known time

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:819368&oldid=12760244"