Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model-Reference-Cited by-同舟云学术

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Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model

Published:2000-02 Issue:1 Volume:62 Page:23-52
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxford Bulletin of Economics and Statistics

Author:

Arranz Miguel A.¹,Escribano Alvaro¹

Affiliation:

1. Universidad Carlos III de Madrid

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/1468-0084.00158

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