Tests for cointegration with two unknown regime shifts with an application to financial market integration
| Year of publication: |
2008
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 35.2008, 3, p. 497-505
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Structural break | Cointegration | Size | Power | Monte Carlo simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613074