Monte Carlo tests of cointegration with structural breaks (Q2776857)

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Monte Carlo tests of cointegration with structural breaks
scientific article

    Statements

    title
    Monte Carlo tests of cointegration with structural breaks (English)
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    author
    Rune Höglund
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    Ralf Oestermark
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    published in
    Kybernetes
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    publication date
    9 June 2003
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    zbMATH Keywords
    power
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    size
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    cointegration tests
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    regime shifts
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65C05
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    62P20
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    zbMATH DE Number
    1716843
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