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~person:"JOHANSEN, SØREN"
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JOHANSEN, SØREN
Boldea, Otilia
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Cointegration analysis in the presence of structural breaks in the deterministic trend
JOHANSEN, SØREN
;
MOSCONI, ROCCO
;
NIELSEN, BENT
- In:
Econometrics Journal
3
(
2000
)
2
,
pp. 216-249
cointegration model with piecewise linear trend and known
break
points
. Within this model it is possible to test cointegration rank …
Persistent link: https://www.econbiz.de/10005405425
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