Sequential methods for detecting structural breaks in cointegrated systems

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Bibliographic Details
Main Author: Banerjee, Anindya
Other Authors: Urga, Giovanni
Format: Book
Language:English
Published: San Domenico (FI) European University Institute 1998
Series:EUI Working paper ECO No. 98/25
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041 0 |a eng 
044 |a IT 
245 1 0 |a Sequential methods for detecting structural breaks in cointegrated systems  |c Anindya Banerjee and Giovanni Urga 
264 1 |a San Domenico (FI)  |b European University Institute  |c 1998 
300 |a 32 s. 
490 1 |a EUI Working paper ECO  |v No. 98/25 
830 0 |a EUI Working paper ECO  |v No. 98/25 
610 2 0 |a systémy ekonomické 
610 2 0 |a modely ekonomicko-matematické 
610 2 0 |a modelovanie ekonometrické 
100 1 |a Banerjee, Anindya 
700 1 |a Urga, Giovanni