Cointegration testing under structural breaks : a robust extended error correction model
Miguel A. Arranz and Alvaro Escribano
| Year of publication: |
2000
|
|---|---|
| Authors: | Arranz, Miguel A. ; Escribano, Álvaro |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 62.2000, 1, p. 23-52
|
| Subject: | Kointegration | Cointegration | Strukturbruch | Structural break | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Oxford bulletin of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001481788