Confidence sets for the break date in cointegrating regressions
Eiji Kurozumi and Anton Skrobotov
| Year of publication: |
2018
|
|---|---|
| Authors: | Kurozumi, Eiji ; Skrobotov, Anton |
| Subject: | Strukturbruch | Structural break | Statistischer Test | Statistical test | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Ölpreis | Oil price | Wirtschaftsindikator | Economic indicator | Russland | Russia |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12223 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969523