The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697)
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scientific article; zbMATH DE number 6592943
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| English | The limit distribution of the estimates in cointegrated regression models with multiple structural changes |
scientific article; zbMATH DE number 6592943 |
Statements
The limit distribution of the estimates in cointegrated regression models with multiple structural changes (English)
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13 June 2016
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change-point
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break dates
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unit roots
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cointegration
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confidence intervals
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0.8589704036712646
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0.8475174307823181
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0.81739342212677
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0.8151905536651611
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0.7986199855804443
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