New Improved Tests for Cointegration with Structural Breaks
Författare
Avdelning/ar
Publiceringsår
2006
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers, Department of Economics, Lund University
Issue
3
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- Cointegration Test
- Lagrange Multiplier Principle
- Structural Break
- Deterministic Trend
Status
Published