Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934)
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scientific article; zbMATH DE number 7484470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending |
scientific article; zbMATH DE number 7484470 |
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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (English)
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4 March 2022
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cobreaking
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cointegration
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cotrending
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multiple structural breaks
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