Identifying structural breaks in cointegrated vector autoregressive models

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Hungnes H. (2010): Identifying structural breaks in cointegrated vector autoregressive models, Oxford Bulletin of Economics and Statistics, 72 (4), 551-565

Fulltext: http://dx.doi.org/10.1111/j.1468-0084.2010.00586.x

Language: English

Category: International journal article

Title: Identifying structural breaks in cointegrated vector autoregressive models

Source: Oxford Bulletin of Economics and Statistics

Published: 2010

Volume: 72

Number: 4

Pages: 551-565

Author: Håvard Hungnes

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