Looking for structural breaks in cointegrated systems
Year of publication: |
1995
|
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Authors: | Banerjee, Anindya ; Urga, Giovanni |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Kointegration | Cointegration |
Extent: | 32 S graph. Darst |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 18-95 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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