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subject:"Structural break"
~accessRights:"restricted"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Causality analysis"
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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2
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
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