Multiple structural breaks in cointegrating regressions: a model selection approach
DOI10.1515/SNDE-2020-0063OpenAlexW3155362290MaRDI QIDQ2700541FDOQ2700541
Authors: Yanyan Li 
Publication date: 27 April 2023
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2020-0063
Statistics (62-XX) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Game theory, economics, finance, and other social and behavioral sciences (91-XX) Economic time series analysis (91B84)
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Cited In (4)
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