Multiple structural breaks in cointegrating regressions : a model selection approach
Alexander Schmidt and Karsten Schweikert
| Year of publication: |
9. April 2021
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| Authors: | Schmidt, Alexander ; Schweikert, Karsten |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 2, p. 219-254
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| Subject: | adaptive lasso | cointegration | penalized estimation | purchasing power parity | structural breaks | Strukturbruch | Structural break | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Schätzung | Estimation |
Online Resource
| Extent: | 1 Online-Ressource Diagramme |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334688