Journal article 1208 views
Testing for cointegration in the presence of mis-specified structural change
Steve Cook 
Statistics & Probability Letters, Volume: 76, Issue: 13
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/j.spl.2006.02.008
Abstract
Testing for cointegration in the presence of mis-specified structural change
| Published in: | Statistics & Probability Letters |
|---|---|
| ISSN: | 0167-7152 |
| Published: |
2006
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15330 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
13 |
| End Page: |
1384 |