Tests for cointegration allowing for an unknown number of breaks
Year of publication: |
2012
|
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Authors: | Maki, Daiki |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 5, p. 2011-2015
|
Subject: | Cointegration test | Multiple breaks | Kointegration | Cointegration | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
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