A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems
Crossref DOI link: https://doi.org/10.1007/s40953-019-00162-2
Published Online: 2019-03-19
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kurita, Takamitsu http://orcid.org/0000-0001-9314-7746
Funding for this research was provided by:
JSPS KAKENHI (18K01600)
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Article History
First Online: 19 March 2019