Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Daiki Maki
| Year of publication: |
2013
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|---|---|
| Authors: | Maki, Daiki |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 1, p. 605-625
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| Subject: | Cointegration | Nonlinear adjustments | Structural breaks | Power | Kointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009780025