Analysis of vector autoregressions in the presence of shifts in mean

Econometric Reviews

Volumn 21, Issue 3, 2002, Pages 353-381

  Ng, Serena ^a   Vogelsang, Timothy J ^b  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Causality tests; Forecasting; Structural change; Trend break

Indexed keywords

EID: 29244438256     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015788     Document Type: Article

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