Testing for cointegration with threshold adjustment in the presence of structural breaks
Karsten Schweikert
| Year of publication: |
2019
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|---|---|
| Authors: | Schweikert, Karsten |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 1, Art.-No. 20180034, p. 1-26
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| Subject: | Cointegration | MTAR | SETAR | structural change | threshold autoregression | Kointegration | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Extent: | 1 Online-Ressource Diagramme |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406026