مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for cointegration in the presence of mis-specified structural change

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 :

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

Link To Document :