Three Essays in Application of Cointegration Analysis with Exogenous Variables and Structural Breaks

Three Essays in Application of Cointegration Analysis with Exogenous Variables and Structural Breaks
Author: Poomthan Rangkakulnuwat
Publisher:
Total Pages: 284
Release: 2005
Genre: Cointegration
ISBN:


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Three Essays in Application of Cointegration Analysis with Exogenous Variables and Structural Breaks
Language: en
Pages: 284
Authors: Poomthan Rangkakulnuwat
Categories: Cointegration
Type: BOOK - Published: 2005 - Publisher:

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Three Essays
Language: en
Pages: 115
Authors: Yan Lu
Categories: Electronic dissertations
Type: BOOK - Published: 2020 - Publisher:

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The first essay extends the pioneering cointegration test of Johansen (1991) to allow for structural breaks in a cointegration system. Instead of using usual du
Three Essays on Co-integration
Language: en
Pages: 192
Authors: Boujemaa Mouflih
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Dissertation Abstracts International
Language: en
Pages: 524
Authors:
Categories: Dissertations, Academic
Type: BOOK - Published: 2006 - Publisher:

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Three Essays on Unit Root Tests and Cointegration
Language: en
Pages: 204
Authors: Hui Liu
Categories: Cointegration
Type: BOOK - Published: 2006 - Publisher:

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