Testing for Continuous Structural Breaks in Cointegrated Error Correction Model

Testing for Continuous Structural Breaks in Cointegrated Error Correction Model
제목
Testing for Continuous Structural Breaks in Cointegrated Error Correction Model
제목 (타언어)
Testing for Continuous Structural Breaks in Cointegrated Error Correction Model
저자
Byeongseon Seo
발행일
2017-06-26
학회명
2017 International Association for Applied Econometrics Conference
개최국가
일본
학회 개최일
2017-06-26 ~ 2017-06-29