The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.07.001 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2034884158 / rank | |||
Normal rank |
Revision as of 22:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The limit distribution of the estimates in cointegrated regression models with multiple structural changes |
scientific article |
Statements
The limit distribution of the estimates in cointegrated regression models with multiple structural changes (English)
0 references
13 June 2016
0 references
change-point
0 references
break dates
0 references
unit roots
0 references
cointegration
0 references
confidence intervals
0 references