Stability of regime switching error correction models under linear cointegration
Year of publication: |
2008
|
---|---|
Authors: | Saikkonen, Pentti |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 1, p. 294-318
|
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
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