Tests for cointegration with two unknown regime shifts with an application to financial market integration
Abdulnasser Hatemi-J
| Year of publication: |
2008
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|---|---|
| Authors: | Hatemi-J, Abdulnasser |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 35.2008, 3, p. 497-505
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| Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Marktintegration | Market integration | Finanzmarkt | Financial market | 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/10003776737