Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Year of publication: |
2013
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Authors: | Maki, Daiki |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 1, p. 605-625
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Subject: | Cointegration | Nonlinear adjustments | Structural breaks | Power | Kointegration | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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