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Sequential methods for detecting structural breaks in cointegrated systems

  1. Title Sequential methods for detecting structural breaks in cointegrated systems
    Author infoAnindya Banerjee and Giovanni Urga
    Author Banerjee Anindya
    Co-authors Urga Giovanni
    Issue dataSan Domenico (FI) : European University Institute , 1998. - 32 s.
    Edition EUI Working paper ECO , No. 98/25
    Document kindworking papers
    LanguageEnglish
    Country of EditionItaly
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords systémy ekonomické * modely ekonomicko-matematické * modelovanie ekonometrické
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number778320

    Call numberLocationSublocationInfo
    778320SEKSklad knižničného fonduavailaible

Number of the records: 1  

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