How to deal with structural breaks in practical cointegration analysis
Roselyne Joyeux
| Year of publication: |
2001
|
|---|---|
| Authors: | Joyeux, Roselyne |
| Publisher: |
Sydney, NSW: Macquarie Univ., Dep. of Economics |
| Subject: | Strukturbruch | Structural break | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 11 S |
|---|---|
| Series: | Macquarie economics research papers. - Sydney, ISSN 1833-5020, ZDB-ID 2240179-9. - Vol. 12/2001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.mq.edu.au/research/2001/12-2001Joyeux.pdf |
| ISBN: | 1-86408-649-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001658935