• Title of article

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

  • Author/Authors

    Steven Cook، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2006
  • Pages
    5
  • From page
    1380
  • To page
    1384
  • Keywords
    Cointegration , Structural change , Spurious rejection
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2006
  • Journal title
    Statistics and Probability Letters
  • Record number

    140782