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Testing for cointegration in the presence of mis-specified structural change

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 76, Issue: 13

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/j.spl.2006.02.008

Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2006
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15330
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spelling 2013-07-31T18:06:48.2849023 v2 15330 2013-07-31 Testing for cointegration in the presence of mis-specified structural change fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 SOSS Journal Article Statistics & Probability Letters 76 13 1384 0167-7152 31 12 2006 2006-12-31 10.1016/j.spl.2006.02.008 COLLEGE NANME Social Sciences School COLLEGE CODE SOSS Swansea University 2013-07-31T18:06:48.2849023 2013-07-31T18:06:48.2858789 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Testing for cointegration in the presence of mis-specified structural change
spellingShingle Testing for cointegration in the presence of mis-specified structural change
Steve Cook
title_short Testing for cointegration in the presence of mis-specified structural change
title_full Testing for cointegration in the presence of mis-specified structural change
title_fullStr Testing for cointegration in the presence of mis-specified structural change
title_full_unstemmed Testing for cointegration in the presence of mis-specified structural change
title_sort Testing for cointegration in the presence of mis-specified structural change
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Statistics & Probability Letters
container_volume 76
container_issue 13
publishDate 2006
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/j.spl.2006.02.008
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2006-12-31T03:27:53Z
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