Title

The Cointegrated VAR Model with Deterministic Structural Breaks

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2022

Issue

No 3

Affiliation

Gosińska, Emilia : University of Łódź, Poland ; Welfe, Aleksander : University of Łódź, Poland

Authors

Gosińska, Emilia ; Welfe, Aleksander

Keywords

structural breaks ; cointegrated VAR ; WALD test ; hypothesis testing

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

335-350

Publisher

Oddział PAN w Łodzi

Date

2022.08.28

Type

Article

Identifier

DOI: 10.24425/cejeme.2022.142713