Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium
Year of publication: |
2019
|
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Authors: | Rodrigues, Paulo M. M. ; Sibbertsen, Philipp ; Voges, Michelle |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Fractional cointegration | Persistence breaks | Hassler-Breitung test | Changing Long-run equilibrium |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1669093352 [GVK] hdl:10419/204615 [Handle] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: |
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