A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920)
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scientific article; zbMATH DE number 5261883
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| English | A comparison between tests for changes in the adjustment coefficients in cointegrated systems |
scientific article; zbMATH DE number 5261883 |
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A comparison between tests for changes in the adjustment coefficients in cointegrated systems (English)
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10 April 2008
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adjustment coefficients
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structural break
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sequential test
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Monte Carlo methods
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0.802327573299408
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0.7859774231910706
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0.7822052240371704
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0.7822052240371704
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