Hungnes, Håvard (2010) Identifying Structural Breaks in Cointegrated Vector Autoregressive Models*. Oxford Bulletin of Economics and Statistics, 72. 551-565 doi:10.1111/j.1468-0084.2010.00586.x
| Reference Type | Journal (article/letter/editorial) | ||
|---|---|---|---|
| Title | Identifying Structural Breaks in Cointegrated Vector Autoregressive Models* | ||
| Journal | Oxford Bulletin of Economics and Statistics | ||
| Authors | Hungnes, Håvard | Author | |
| Year | 2010 (April 27) | Volume | 72 |
| Publisher | Wiley | ||
| DOI | doi:10.1111/j.1468-0084.2010.00586.xSearch in ResearchGate | ||
| Generate Citation Formats | |||
| Mindat Ref. ID | 11348208 | Long-form Identifier | mindat:1:5:11348208:7 |
| GUID | 0 | ||
| Full Reference | Hungnes, Håvard (2010) Identifying Structural Breaks in Cointegrated Vector Autoregressive Models*. Oxford Bulletin of Economics and Statistics, 72. 551-565 doi:10.1111/j.1468-0084.2010.00586.x | ||
| Plain Text | Hungnes, Håvard (2010) Identifying Structural Breaks in Cointegrated Vector Autoregressive Models*. Oxford Bulletin of Economics and Statistics, 72. 551-565 doi:10.1111/j.1468-0084.2010.00586.x | ||
| In | (n.d.) Oxford Bulletin of Economics and Statistics Vol. 72. Wiley | ||
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