Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972)
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scientific article; zbMATH DE number 5167887
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| English | Co-integration testing using local-to-unity detrending: the impact of structural change under the null |
scientific article; zbMATH DE number 5167887 |
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Co-integration testing using local-to-unity detrending: the impact of structural change under the null (English)
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27 June 2007
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co-integration
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structural change
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spurious rejection
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0.8166233897209167
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0.8091810345649719
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0.7912554144859314
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0.7870861291885376
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0.7870861291885376
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