Media type: E-Book Title: Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms Contributor: Kurita, Takamitsu [Author]; Nielsen, Bent [Author] Published: Oxford, United Kingdom: Nuffield College, University of Oxford, 22 October 2018 Published in: Economics discussion papers ; 2018,W03 Extent: 1 Online-Ressource (circa 38 Seiten); Illustrationen Language: English Keywords: partial cointegrated vector autoregressive models ; Structural breaks ; Deterministic terms ; Weak exogeneity ; Cointegrating rank ; Response surface ; Graue Literatur Origination: Footnote: Access State: Open Access