Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration testing under structural change: reducing size distortions and improving power of residual based tests |
scientific article |
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
