1. Sequential methods for detecting structural breaks in cointegrated systems
Title | Sequential methods for detecting structural breaks in cointegrated systems |
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Author info | Anindya Banerjee and Giovanni Urga |
Author | Banerjee Anindya |
Co-authors | Urga Giovanni |
Issue data | San Domenico (FI) : European University Institute , 1998. - 32 s. |
Edition | EUI Working paper ECO , No. 98/25 |
Document kind | working papers |
Language | English |
Country of Edition | Italy |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | systémy ekonomické * modely ekonomicko-matematické * modelovanie ekonometrické |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 778320 |