Deterministic and stochastic trends in the time series models: a guide for the applied economist
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840701765494
Reference13 articles.
1. Computation and analysis of multiple structural change models
2. NBER Working Paper No 5481;Diebold FX,1996
3. Estimating underlying energy demand trends using UK annual data
4. Distributions of error correction tests for cointegration
5. Residual-based tests for cointegration in models with regime shifts
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