Testing for null hypothesis of cointegration with a structural break
Yoichi Arai; Eiji Kurozumi
| Year of publication: |
2007
|
|---|---|
| Authors: | Arai, Yoichi ; Kurozumi, Eiji |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 6, p. 705-739
|
| Subject: | Statistischer Test | Statistical test | Kointegration | Cointegration | Strukturbruch | Structural break | Theorie | Theory |
| 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/10003605823