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~subject:"Deterministic trend"
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Search: subject:"break points"
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Deterministic trend
break points
5
Cointegration
3
India
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Indien
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Bai-Perron Multiple Break Points Test
2
Bootstrap approach
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Bootstrap-Verfahren
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Break points
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Common trend
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Demonetization
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Estimation theory
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Heteroscedasticity
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Heteroskedastizität
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IV-Schätzung
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Instrumental variables
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Instrumental variables estimation
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Multiple break points
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Piecewise linear trend
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Price
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Schätztheorie
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Stationarity
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Stochastic trend
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Structural Breaks
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Structural break
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Structural breaks
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Strukturbruch
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Time series analysis
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Vector autoregressive model
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ARCH model
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Agribusiness
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Aktienmarkt
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JOHANSEN, SØREN
1
Johansen, Soren
1
MOSCONI, ROCCO
1
Mosconi, Rocco
1
NIELSEN, BENT
1
Nielsen, Bent
1
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Department of Economics, Oxford University
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Econometrics Journal
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Cointegration analysis in the presence of structural breaks in the deterministic trend
Nielsen, Bent
;
Johansen, Soren
;
Mosconi, Rocco
-
Department of Economics, Oxford University
-
2000
cointegration model with piecewise linear trend and known
break
points
. Within this model it is possible to test cointegration rank …
Persistent link: https://www.econbiz.de/10010605048
Saved in:
2
Cointegration analysis in the presence of structural breaks in the deterministic trend
JOHANSEN, SØREN
;
MOSCONI, ROCCO
;
NIELSEN, BENT
- In:
Econometrics Journal
3
(
2000
)
2
,
pp. 216-249
cointegration model with piecewise linear trend and known
break
points
. Within this model it is possible to test cointegration rank …
Persistent link: https://www.econbiz.de/10005405425
Saved in:
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