A simple method of testing for cointegration subject to multiple regime changes
Year of publication: |
2002
|
---|---|
Authors: | Gabriel, Vasco J. ; Psaradakis, Zacharias G. ; Sola, Martin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 2, p. 213-221
|
Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Börsenkurs | Share price | Dividende | Dividend | USA | United States | 1990-1995 |
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