Testing for cointegration in the presence of mis-specified structural change
Date first appeared online | |
DOI | 10.1016/j.spl.2006.02.008 |
Authors | Cook S. |
Journal Name | Statistics & Probability Letters |
Volume | 76 |
Date first appeared online | |
DOI | 10.1016/j.spl.2006.02.008 |
Authors | Cook S. |
Journal Name | Statistics & Probability Letters |
Volume | 76 |