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

Testing for cointegration in the presence of mis-specified structural change (Q2497796)

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

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    title
    Testing for cointegration in the presence of mis-specified structural change (English)
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    author
    Steven Cook
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    publication date
    4 August 2006
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    zbMATH DE Number
    5043944
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    zbMATH Keywords
    cointegration
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    structural change
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    spurious rejection
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    OpenAlex ID
    W2094394357
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