Multiple structural breaks in cointegrating regressions : a model selection approach / Alexander Schmidt and Karsten Schweikert

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Persons: Schmidt, Alexander [Author]; Schweikert, Karsten [Author]
Format: eArticle
Language(s):English
Publication:9. April 2021
Part of:Studies in nonlinear dynamics and econometrics (2021)
Physical description:1 Online-Ressource : Diagramme
36
ISSN:1558-3708
DOI:10.1515/snde-2020-0063