Publikationer
New Improved Tests for Cointegration with Structural Breaks
Avdelning/ar:
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
Övrigt
Published
