Work

Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values

Year: 2011

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: David E. A. Giles, Ryan T. Godwin

Institution: University of Victoria

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124587486

Cites:

Cited by: 9

Related to: 10