The effects of ignoring level shifts on systems cointegration tests (Q2474710)
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scientific article; zbMATH DE number 5244360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The effects of ignoring level shifts on systems cointegration tests |
scientific article; zbMATH DE number 5244360 |
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The effects of ignoring level shifts on systems cointegration tests (English)
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6 March 2008
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Cointegration
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level shift
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Monte Carlo study
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0.8038271069526672
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0.8038269877433777
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0.8011137843132019
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0.7967512011528015
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0.7940377593040466
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