A Python Module for Implementing Cointegration Tests with Multiple Endogenous Structural Breaks
Testing for long-run relationships between time series variables with short-run adjustments is an integral part of many empirical studies nowadays. Allowing for structural breaks in the estimations is a pertinent issue within this context. The purpose of this paper is to provide a consumer-friendly...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-07-01
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| Series: | Engineering Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4591/68/1/10 |
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