Abdulnasser Hatemi-J, Tests for cointegration with two unknown regime shifts
with an application to financial market integration, Empirical Economics (2008) 35:497–505.
GAUSS program to implement the test in the above paper.
楼主: badboy88
|
2018
1
[学科前沿] Cointegration with two breaks, paper and Gauss program |
本科生 18%
-
|
| ||
京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明 免责及隐私声明