Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Discussion Paper #2004-09
Efficient Estimation and Inference in Cointegrating
Regressions with Structural Change
Eiji … Kurozumi and Yoichi Arai
Efficient Estimation and Inference in Cointegrating
Regressions with Structural Change⁄
EIJI …
Abstract
This paper investigates an efficient estimation method for a cointegrating regression
model with structural change …