Testing for cointegration in the presence of mis-specified structural change (Q2497796)
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scientific article; zbMATH DE number 5043944
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for cointegration in the presence of mis-specified structural change |
scientific article; zbMATH DE number 5043944 |
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Testing for cointegration in the presence of mis-specified structural change (English)
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4 August 2006
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cointegration
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structural change
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spurious rejection
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0.8493096828460693
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0.8493096828460693
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0.8460351824760437
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0.8391042351722717
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0.8384758830070496
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