The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
David Neto
| Year of publication: |
2014
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|---|---|
| Authors: | Neto, David |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 2, p. 208-211
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| Subject: | Time-varying cointegration | Chebyshev time polynomials | Structural break | FMLS-based CUSUM test | Strukturbruch | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010505390