Testing for structural breaks in cointegrated relationships
Allan W. Gregory; James M. Nason
| Year of publication: |
1991
|
|---|---|
| Authors: | Gregory, Allan W. ; Nason, James Michael |
| Publisher: |
Kingston, Ontario |
| Subject: | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| Extent: | 34, 2 Bl. graph. Darst. |
|---|---|
| Series: | Discussion paper / Institute for Economic Research, Queen's University. - Kingston, Ontario, ISSN 0316-5078, ZDB-ID 863062-8. - Vol. 827 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 25 - 28 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000129433