The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations |
scientific article |
Statements
The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (English)
0 references
18 February 2015
0 references
cointegration
0 references
threshold model
0 references
structural breaks
0 references
heteroskedastic variance
0 references
empirical size
0 references
0 references
0 references
0 references
