BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435)
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scientific article; zbMATH DE number 5014399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING |
scientific article; zbMATH DE number 5014399 |
Statements
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (English)
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22 March 2006
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0.9360550045967102
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0.8973678946495056
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0.8496510982513428
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0.8430560231208801
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0.8426220417022705
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