Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Josep Lluís Carrion-i-Silvestre and Dukpa Kim
| Year of publication: |
2019
|
|---|---|
| Authors: | Carrion i Silvestre, Josep Lluís ; Kim, Dukpa |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 8, p. 881-898
|
| Subject: | Cobreaking | cointegration | cotrending | multiple structural breaks | Kointegration | Cointegration | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1528416 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181371