Testing the null of co-integration in the presence of variance breaks
Guiseppe Cavaliere; A. M. Robert Taylor
| Year of publication: |
2005
|
|---|---|
| Authors: | Cavaliere, Guiseppe ; Taylor, Robert |
| Publisher: |
Birmingham |
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Extent: | 24 S |
|---|---|
| Series: | Department of Economics discussion paper / Department of Economics, The University of Birmingham. - Cambridge, ZDB-ID 2322658-4. - Vol. 05-10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002929019