Monte Carlo tests of cointegration with structural breaks (Q2776857): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo tests of cointegration with structural breaks |
scientific article |
Statements
Monte Carlo tests of cointegration with structural breaks (English)
0 references
9 June 2003
0 references
power
0 references
size
0 references
cointegration tests
0 references
regime shifts
0 references
