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Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
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A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120