Efficient estimation and inference in cointegrating regressions with structural change
Eiji Kurozumi and Yoichi Arai
| Year of publication: |
Jan. 2005
|
|---|---|
| Other Persons: | Kurozumi, Eiji (contributor) ; Arai, Yoichi (contributor) |
| Publisher: |
Tokyo : Graduate School of Economics, Hitotsubashi Univ. |
| Subject: | Strukturwandel | Structural change | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Extent: | Online-Ressource, 28, [2] p. = 388 KB, text ill |
|---|---|
| Series: | Discussion papers, economics. - Tokyo, ZDB-ID 2175079-8. - Vol. 2004,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002879618