The cointegrated VAR model with deterministic structural breaks
Emilia Gosińska and Aleksander Welfe
| Year of publication: |
2022
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|---|---|
| Authors: | Gosińska, Emilia ; Welfe, Aleksander |
| Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 14.2022, 3, p. 335-350
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| Subject: | structural breaks | cointegrated VAR | WALD test | hypothesis testing | VAR-Modell | VAR model | Strukturbruch | Structural break | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24425/cejeme.2022.142713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013502245