Результаты исследований: Научные публикации в периодических изданиях › Обзорная статья › Рецензирование
This review discusses methods of testing for a cointegration in a time series in the presence of structural breaks. The review covers a large number of recently developed testing methods based on both one equation and multiple equation frameworks. In addition, various methods for estimating the dating of break dates and constructing of their confidence intervals are presented. In addition, nonlinear cointegration methods with regime switching are considered.
Переведенное название | Structural breaks in cointegration models |
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Язык оригинала | русский |
Страницы (с-по) | 117-141 |
Число страниц | 25 |
Журнал | Applied Econometrics |
Том | 63 |
DOI | |
Состояние | Опубликовано - 2021 |
ID: 92208056