A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920): Difference between revisions

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Latest revision as of 21:08, 27 June 2024

scientific article; zbMATH DE number 5261883
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English
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
scientific article; zbMATH DE number 5261883

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    A comparison between tests for changes in the adjustment coefficients in cointegrated systems (English)
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    10 April 2008
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    adjustment coefficients
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    structural break
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    sequential test
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    Monte Carlo methods
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