Testing for multiple structural changes in cointegrated regression models (Q3063002)
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scientific article; zbMATH DE number 5830382
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| English | Testing for multiple structural changes in cointegrated regression models |
scientific article; zbMATH DE number 5830382 |
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Testing for Multiple Structural Changes in Cointegrated Regression Models (English)
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30 December 2010
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change point
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cointegration
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sequential procedure
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unit root
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Wald test
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0.8675305247306824
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0.8675305247306824
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0.8589704036712646
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0.8576904535293579
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0.8456616997718811
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