Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
Year of publication: |
2006
|
---|---|
Authors: | Arranz, Miguel ; Escribano, Alvaro |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 15.2006, 1, p. 179-208
|
Publisher: |
Springer |
Subject: | Bootstrap | structural breaks | cointegration testing | extended error correction model | co-breaks |
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