Kejriwal, Mohitosh; Perron, Pierre - Krannert School of Management, Purdue University - 2008
KRANNERT SCHOOL OF
MANAGEMENT
Purdue University
West Lafayette, Indiana
Testing for Multiple Structural …
Cointegrated Regression Models
∗
Mohitosh Kejriwal
†
Purdue University
Pierre Perron
‡
Boston University
August 30, 2007; Revised … pointing out an error in a previous version.
†
Krannert School of Management, Purdue University, 403 West State Street, West …