Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application
Fil: Buzzi, Sergio Martín. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
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| Main Authors: | , |
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| Format: | conferenceObject biblioteca |
| Language: | eng |
| Published: |
2014-10
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| Subjects: | Time series, Unit root, Granger causality, Stock markets, |
| Online Access: | http://hdl.handle.net/11086/28142 |
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