Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
| Year of publication: |
2006
|
|---|---|
| Authors: | Arranz, Miguel ; Escribano, Alvaro |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 15.2006, 1, p. 179-208
|
| Publisher: |
Springer |
| Subject: | Bootstrap | structural breaks | cointegration testing | extended error correction model | co-breaks |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390558