Cointegration tests in the presence of structural breaks
type: Item
instance of: scholarly article
title: Cointegration tests in the presence of structural breaks
zbMATH Open document ID: 0834.62083
DOI: 10.1016/0304-4076(94)01689-5
author: Julia Campos
author: Neil R. Ericsson
author: David F. Hendry
published in: Journal of Econometrics
publication date: 1996-04-08T00:00:00Z
full work available at URL: ifdp440.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 843659
zbMATH Keywords: stationary time series
zbMATH Keywords: recursive Monte Carlo
zbMATH Keywords: cointegration tests
zbMATH Keywords: marginal process
zbMATH Keywords: structural break
zbMATH Keywords: estimated error correction models
MaRDI profile type: Publication
OpenAlex ID: W2034287017
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description: scientific article; zbMATH DE number 843659