A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Structural relations, cointegration and identification: Some simple results and their application / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Statistical analysis of cointegration vectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some tests for parameter constancy in cointegrated VAR‐models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Diagnostic test for structural change in cointegrated regression models / rank | |||
Normal rank |
Latest revision as of 13:35, 11 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates |
scientific article |
Statements
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (English)
0 references
2 December 2005
0 references
0 references
0 references