New Improved Tests for Cointegration with Structural Breaks
Author
Department/s
Publishing year
2006
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
3
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Cointegration Test
- Lagrange Multiplier Principle
- Structural Break
- Deterministic Trend
Status
Published