Testing for cointegration in Markov switching error correction models
Year of publication: |
2014
|
---|---|
Authors: | Hu, Liang ; Shin, Yongcheol |
Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 123-150
|
Subject: | Kointegration | Cointegration | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
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