Simulation experiments on the performance of structural change tests in cointegration (Q3527722)
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scientific article; zbMATH DE number 5348382
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Simulation experiments on the performance of structural change tests in cointegration |
scientific article; zbMATH DE number 5348382 |
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Simulation experiments on the performance of structural change tests in cointegration (English)
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30 September 2008
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structural change
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cointegration
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Monte Carlo simulation
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0.8145654797554016
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0.809777557849884
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0.8097774982452393
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0.8069362044334412
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0.8069362044334412
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