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Title: Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes
Authors: Kurozumi, Eiji
Dashtseren, Khashbaatar
Issue Date: Apr-2011
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 21 p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 187
Description: This research was supported by the Global COE program of the Research Unit for Statistical and Empirical Analysis in Social Sciences, Hitotsubashi University.
Language: eng
Text Version: publisher
RelationURI: http://gcoe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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