STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379)

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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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    title
    STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (English)
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    author
    Pentti Saikkonen
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    publication date
    11 June 2009
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    Mathematics Subject Classification ID
    62M05
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    62M10
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    60J10
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    62P20
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    zbMATH DE Number
    5563997
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