Title

Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2020

Issue

No 4

Authors

Majsterek, Michał ; Gosińska, Emilia

Keywords

structural change ; DGP ; cointegration ; VAR model

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

317-345

Publisher

Oddział PAN w Łodzi

Date

2020.12.22

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2020.136031 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2020; No 4; 317-345