Testing for multiple structural changes iin cointegrated regression models
Mohitosh Kejriwal; Pierre Perron
| Year of publication: |
2010
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|---|---|
| Authors: | Kejriwal, Mohitosh ; Perron, Pierre |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 4, p. 503-522
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Statistischer Test | Statistical test | Strukturbruch | Structural break |
| 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/10008736147