Efficient estimation and inference in cointegrating regressions with structural change (Q5430499)
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scientific article; zbMATH DE number 5220236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation and inference in cointegrating regressions with structural change |
scientific article; zbMATH DE number 5220236 |
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Efficient estimation and inference in cointegrating regressions with structural change (English)
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16 December 2007
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change-point detection
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canonical cointegrating regression
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consistency
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asymptotic distribution
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