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;
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;