Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154)
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scientific article; zbMATH DE number 1062694
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| English | Testing for structural change in cointegrated regression models: some comparisons and generalizations |
scientific article; zbMATH DE number 1062694 |
Statements
Testing for structural change in cointegrated regression models: some comparisons and generalizations (English)
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3 May 1998
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cointegration
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partial structural change
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robust cointegration test
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asymptotic distribution
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0.9575427
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0.9331362
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0.9316472
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0.9205193
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0.9172777
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