Journal article 1190 views
Co-integration testing using local-to-unity detrending: the impact of structural change under the null
Steve Cook 
Journal of Statistical Computation and Simulation, Volume: 77, Issue: 3
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1080/10629360600569550
Abstract
Co-integration testing using local-to-unity detrending: the impact of structural change under the null
| Published in: | Journal of Statistical Computation and Simulation |
|---|---|
| ISSN: | 0094-9655 1563-5163 |
| Published: |
2007
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15331 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
3 |
| End Page: |
270 |