Testing the null of cointegration with structural breaks
Year of publication: |
2006
|
---|---|
Authors: | Carrion i Silvestre, Josep Lluís ; Sansó, Andreu |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 68.2006, 5, p. 623-646
|
Subject: | Kointegration | Cointegration | Strukturbruch | Structural break | Statistischer Test | Statistical test |
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