Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
David Neto
| Year of publication: |
2015
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|---|---|
| Authors: | Neto, David |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 49.2015, 3, p. 909-928
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| Subject: | Smooth time-varying cointegration | Structural break | FMLS | Score test | FM Wald test | FMLS-based CUSUM test | Crude oil price and retail price of gasoline | Kointegration | Cointegration | Strukturbruch | Ölpreis | Oil price | Schätzung | Estimation | Benzin | Gasoline | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Benzinpreis | Gasoline price | Einzelhandelspreis | Retail price | Einheitswurzeltest | Unit root test |
| 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://ebvufind01.dmz1.zbw.eu/10011377316