Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873)
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scientific article; zbMATH DE number 7075188
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| English | Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions |
scientific article; zbMATH DE number 7075188 |
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Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (English)
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1 July 2019
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structural stability
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vector error correction model
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multiple hypotheses test
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simulation based test
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0.9088554
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0.90674686
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0.90381664
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0.8991348
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0.8919712
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