Cointegration testing under structural change: reducing size distortions and improving power of residual based tests
type: Item
instance of: scholarly article
title: Cointegration testing under structural change: reducing size distortions and improving power of residual based tests
zbMATH Open document ID: 1359.62062
author: Marco Morales
published in: Statistical Methods and Applications
publication date: 2017-04-03T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6699682
zbMATH Keywords: cointegration
zbMATH Keywords: structural change
zbMATH Keywords: residual based tests
zbMATH Keywords: size distortions
zbMATH Keywords: power
zbMATH Keywords: GLS detrending
zbMATH Keywords: modified information criteria
MaRDI profile type: Publication
full work available at URL: s10260-014-0253-z
OpenAlex ID: W2127850903
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DOI: 10.1007/S10260-014-0253-Z
description: scientific article; zbMATH DE number 6699682