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subject:"Structural break"
~accessRights:"restricted"
~isPartOf:"Econometric theory"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Kurozumi, Eiji"
~subject:"Correlation"
~subject:"Robust statistics"
~subject:"Unit root test"
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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