Unit Roots, Cointegration, and Structural Change (Q4951128)
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scientific article; zbMATH DE number 1438367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Roots, Cointegration, and Structural Change |
scientific article; zbMATH DE number 1438367 |
Statements
Unit Roots, Cointegration, and Structural Change (English)
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2 May 2000
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I(2)-processes
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error correction
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unit roots
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cointegration
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regime switching models
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cointegrated systems
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Bayesian analysis
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fractional unit roots
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bootstrap
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structural change
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outliers
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