Testing for multiple structural breaks in multivariate long memory regression models
Year of publication: |
2025
|
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Authors: | Less, Vivien ; Rodrigues, Paulo M. M. ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Multivariate Long Memory | Fractional Cointegration | Multiple Structural Breaks | Hypothesis Testing | Inflation | Government Bonds |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1917485611 [GVK] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; c58 ; G15 - International Financial Markets |
Source: |
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien, (2025)
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Testing for multiple structural breaks in multivariate long memory time series
Sibbertsen, Philipp, (2020)
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Testing for multiple structural breaks in multivariate long memory time series
Sibbertsen, Philipp, (2020)
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien, (2025)
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Estimation and testing in a perturbed multivariate long memory framework
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Estimation and testing in a perturbed multivariate long memory framework
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