Size and power of some cointegration tests under structural breaks and heteroskedastic noise
| Year of publication: |
2003
|
|---|---|
| Authors: | Höglund, Rune ; Östermark, Ralf |
| Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 1, p. 1-22
|
| Publisher: |
Springer |
| Subject: | power | size distortions | cointegration | common factor systems | regime shifts |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005167170