GOCER, Ismet; ELMAS, Bekir - In: Journal of BRSA Banking and Financial Markets 7 (2013) 1, pp. 137-157
with multiple structural breaks. In this study, the stationarity of series were tested with unit root test with multiple … multiple structural breaks of Maki (2012). Cointegration coefficients were estimated by means of dynamic ordinary least square … structural breaks of Carrion-i-Silvestre (2009). Cointegration relationship between series was tested via cointegration test with …