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New Improved Tests for Cointegration with Structural Breaks

Publiceringsår: 2006
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics, Lund University
Nummer: 3
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University

Sammanfattning

Disputation

Nyckelord

  • Business and Economics
  • Cointegration Test
  • Lagrange Multiplier Principle
  • Structural Break
  • Deterministic Trend

Övriga

Published

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