Tests for segmented cointegration : an application to US governments budgets
Luis F. Martins, Paulo M.M. Rodrigues
| Year of publication: |
2022
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|---|---|
| Authors: | Martins, Luís Filipe ; Rodrigues, Paulo M. M. |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 63.2022, 2, p. 567-600
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| Subject: | Cointegration | Cointegration breakdown | Government budget | Nonstationarity | Structural breaks | Wald tests | Kointegration | Strukturbruch | Structural break | Öffentlicher Haushalt | Public budget | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02156-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440317