Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
David E. Giles and Ryan T. Godwin
| Year of publication: |
2012
|
|---|---|
| Authors: | Giles, David E. A. ; Godwin, Ryan T. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 16/18, p. 1561-1565
|
| Subject: | Theorie | Theory | Kointegration | Cointegration | Strukturbruch | Structural break | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009684132