Cointegration tests in the presence of structural breaks
Julia Campos, Neil R. Ericsson, and David F. Hendry
| Year of publication: |
1993
|
|---|---|
| Authors: | Campos, Julia ; Ericsson, Neil R. ; Hendry, David F. |
| Institutions: | Federal Reserve System / Board of Governors (contributor) |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Extent: | 28 S. : graph. Darst |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 440 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000854458