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Testing for the Null Hypothesis of Cointegration with a Structural Break - MaRDI portal

Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947)

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scientific article; zbMATH DE number 5227942
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Testing for the Null Hypothesis of Cointegration with a Structural Break
scientific article; zbMATH DE number 5227942

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    Testing for the Null Hypothesis of Cointegration with a Structural Break (English)
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    18 January 2008
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    integrated time series
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    no cointegration
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    structural break
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