Searching for cointegration in a dynamic system

Qm, Zhongjun

Searching for cointegration in a dynamic system J8302 2007 - 2007 - 580-604 V. 10 Issue. 3


Econometrics

Cointegration;Change point;Multiple structural change;Hypothesis testing;

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City