JOURNAL ARTICLE
Structural changes in the cointegrated vector autoregressive model
Year: 2003 Journal: Journal of Econometrics Vol: 114 (2)Pages: 261-295 Publisher: Elsevier BV
Keywords:
Cointegration Autoregressive model Econometrics Mathematics Likelihood-ratio test Test statistic Statistic Structural break Statistical hypothesis testing Vector autoregression Statistics Applied mathematics
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