Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.
| Year of publication: |
1996
|
|---|---|
| Authors: | Hao, K. |
| Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
| Subject: | COINTEGRATION | TESTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 3/96 28 pages |
| Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
| Source: |
Persistent link: https://www.econbiz.de/10005087594