Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Year of publication: |
2012
|
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Authors: | Tam, Pui Sun |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 10/12, p. 1061-1064
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Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Multiplikator | Multiplier |
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