Testing the null of cointegration in the presence of a structural break
Year of publication: |
2001
|
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Authors: | Bartley, William Alan ; Lee, Junsoo ; Strazicich, Mark |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 73.2001, 3, p. 315-323
|
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Theorie | Theory |
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