Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6699682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cointegration testing under structural change: reducing size distortions and improving power of residual based tests |
scientific article; zbMATH DE number 6699682 |
Statements
Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (English)
0 references
3 April 2017
0 references
cointegration
0 references
structural change
0 references
residual based tests
0 references
size distortions
0 references
power
0 references
GLS detrending
0 references
modified information criteria
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8391752243041992
0 references
0.8391042351722717
0 references
0.8380440473556519
0 references
0.8265873789787292
0 references
0.8259297013282776
0 references
