Testing for structural breaks in cointegrated relationships
type: Item
instance of: scholarly article
title: Testing for structural breaks in cointegrated relationships
zbMATH Open document ID: 0850.62900
DOI: 10.1016/0304-4076(96)84508-8
author: Allan W. Gregory
author: James M. Nason
author: David G. Watt
published in: Journal of Econometrics
publication date: 1996-07-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 889990
MaRDI profile type: Publication
full work available at URL: 0304-4076(96)84508-8
OpenAlex ID: W2045499120
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description: scientific article; zbMATH DE number 889990