Testing for structural breaks in cointegrated relationships
by Allan W. Gregory and James M. Nason
| Year of publication: |
1991
|
|---|---|
| Authors: | Gregory, Allan W. ; Nason, James Michael |
| Publisher: |
Vancouver : UBC |
| Subject: | Schätztheorie | Estimation theory | Simulation |
| Extent: | 33 Sp graph. Darst |
|---|---|
| Series: | Discussion paper / University of British Columbia, Department of Economics. - Vancouver : [Verlag nicht ermittelbar], ZDB-ID 2649654-9. - Vol. 91-31 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. Sp. 23 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000135938