Searching for cointegration in a dynamic system
Zhongjun Qu
Searching for cointegration in a dynamic system 2007 - 2007 - 580 - 604 V. 10 Issue. 3
Econometrics
Cointegration;Change point;Multiple structural change;Hypothesis testing
Searching for cointegration in a dynamic system 2007 - 2007 - 580 - 604 V. 10 Issue. 3
Econometrics
Cointegration;Change point;Multiple structural change;Hypothesis testing