The effect of structural breaks on the Engle-Granger test for cointegration
Year of publication: |
2012
|
---|---|
Authors: | Noriega-Muro, Antonio E. ; Ventosa-Santaulària, Daniel |
Published in: |
Estudios económicos. - México : [Verlag nicht ermittelbar], ISSN 0188-6916, ZDB-ID 737390-9. - Vol. 27.2012, 1, p. 99-132
|
Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Theorie | Theory |
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