How to deal with structural breaks in practical cointegration analysis?
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| Veröffentlicht in: | Cointegration for the applied economist |
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| Format: | UnknownFormat |
| Sprache: | eng |
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2007
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
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| New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications | 2007 | Sen, Amit |
| Panel cointegration analysis : an empirical example | 2007 | Murthy, N. R. Vasudeva |
| A primer on cointegration with an application to money and income | 2007 | Dickey, David A. |
| How to deal with structural breaks in practical cointegration analysis? | 2007 | Joyeux, Roselyne |