Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, … - 2008
EQUILIBRIUM-CORRECTION MODELS
DURING STRUCTURAL BREAKS
Jennifer L. Castle, Nicholas W.P. Fawcett and David F. Hendry …
Structural Breaks
Jennifer L. Castle, Nicholas W. P. Fawcett, and David F. Hendry∗
Economics Department, Oxford University
May 29 …, Hendry, Srba and Yeo (1978), the cointegration revolution sparked by Granger (1981) and Engle
and Granger (1987) has greatly …