Spurious rejections by cointegration tests induced by structural breaks
Stephen J. Leybourne and Paul Newbold
| Year of publication: |
2003
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|---|---|
| Authors: | Leybourne, Stephen James ; Newbold, Paul |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 35.2003, 9, p. 1117-1121
|
| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10001761588