Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782)
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scientific article; zbMATH DE number 5244534
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| English | Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test |
scientific article; zbMATH DE number 5244534 |
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Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (English)
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6 March 2008
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tables
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bootstrap
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structural breaks
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cointegration testing
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extended error correction model
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0.7967783808708191
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0.7884560227394104
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0.7884560227394104
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0.7784533500671387
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0.7737630009651184
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