The cointegrated VAR model with deterministic structural breaks
Year of publication: |
2022
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Authors: | Gosińska, Emilia ; Welfe, Aleksander |
Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 14.2022, 3, p. 335-350
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Subject: | structural breaks | cointegrated VAR | WALD test | hypothesis testing | Theorie | Theory | VAR-Modell | VAR model | Strukturbruch | Structural break | Kointegration | Cointegration | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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