Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions
type: Item
instance of: scholarly article
title: Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions
zbMATH Open document ID: 1452.62619
author: Michele Bergamelli
author: Annamaria Bianchi
author: Lynda Khalaf
author: Giovanni Urga
published in: Journal of Econometrics
publication date: 2019-07-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7075188
zbMATH Keywords: structural stability
zbMATH Keywords: vector error correction model
zbMATH Keywords: multiple hypotheses test
zbMATH Keywords: simulation based test
MaRDI profile type: Publication
full work available at URL: j.jeconom.2019.01.013
OpenAlex ID: W2939339450
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Wikidata QID: Q128166985
DOI: 10.1016/J.JECONOM.2019.01.013
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description: scientific article; zbMATH DE number 7075188