Confidence sets for the break date in cointegrating regressions

Eiji Kurozumi, Anton Skrobotov

Year of publication:	September 28, 2016
Authors:	Kurozumi, Eiji ; Skrobotov, Anton
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi University
Subject:	Average power \| Break fraction \| Coverage rate \| Hypothesis test \| Strukturbruch \| Structural break \| Statistischer Test \| Statistical test \| Kointegration \| Cointegration \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Ölpreis \| Oil price \| Wirtschaftsindikator \| Economic indicator \| Russland \| Russia

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