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When analysing macroeconomic data it is often of relevance to allow for structural breaks in the statistical analysis. In particular, cointegration analysis in the presence of structural breaks could be of interest. We propose a cointegration model w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7c4336a507771b2728cb5a1bd379b6e8
http://www.blackwellpublishers.co.uk/ectj/PDF/johansen/ectj049.pdf
http://www.blackwellpublishers.co.uk/ectj/PDF/johansen/ectj049.pdf