Testing for structural breaks in cointegrated relationships
Year of publication: |
1996
|
---|---|
Authors: | Gregory, Allan W. |
Other Persons: | Nason, James Michael (contributor) ; Watt, David G. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 71.1996, 1, p. 321-341
|
Subject: | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
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