The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697): Difference between revisions
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Revision as of 00:56, 5 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)
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13 June 2016
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change-point
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break dates
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unit roots
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cointegration
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confidence intervals
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