搜索结果: 1-1 共查到“finite sample performance”相关记录1条 . 查询时间(0.109 秒)
Finite-Sample Performance of Structural Change Tests in Cointegrated Relationships: A Monte Carlo Analysis
Structural change cointegration central limit theory nonparametric estimation Monte Carlo simulation
2007/4/30
We present Monte Carlo simulation experiments to investigate the finite sample properties of structural change tests in cointegrated relationships. These tests are computed using three alternative eff...