Cointegration analysis in the presence of structural breaks in the deterministic trend
Year of publication: |
2000
|
---|---|
Authors: | Johansen, Søren ; Mosconi, Rocco ; Nielsen, Bent |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 2, p. 216-249
|
Subject: | Kointegration | Cointegration | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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