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~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Stochastic process"
~subject:"Strukturbruch"
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Oxford bulletin of economics and statistics
Journal of econometrics
44
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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
Saved in:
2
Trend and initial condition in stationarity tests : the asymptotic analysis
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
2
,
pp. 254-273
Persistent link: https://www.econbiz.de/10011384012
Saved in:
3
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
4
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
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