Testing the null of cointegration in the presence of a structural break (Q5958409)
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scientific article; zbMATH DE number 1715410
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| English | Testing the null of cointegration in the presence of a structural break |
scientific article; zbMATH DE number 1715410 |
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Testing the null of cointegration in the presence of a structural break (English)
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3 March 2002
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cointegration
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canonical cointegrating regression
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structural break
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0.9168646335601808
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0.8977012634277344
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0.8513972163200378
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0.8513972163200378
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0.8233795166015625
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