Tests for cointegration allowing for an unknown number of breaks
Year of publication: |
2012
|
---|---|
Authors: | Maki, Daiki |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 29.2012, 5, p. 2011-2015
|
Publisher: |
Elsevier |
Subject: | Cointegration test | Multiple breaks |
-
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki, (2012)
-
Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.
Travaglini, Guido, (2008)
-
A longer-run perspective on fiscal sustainability
Afonso, António, (2014)
- More ...
-
Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki, (2015)
-
Maki, Daiki, (2009)
-
An alternative procedure to test for cointegration in STAR models
Maki, Daiki, (2010)
- More ...