Testing for structural breaks in cointegrated relationships
Allan W. Gregory ; James M. Nason ; David G. Watt
| 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 |
| 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/10001194729