Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

Chris Brooks، نويسنده , , Alistair G. Rew، نويسنده ,

روزنامه با شماره پیاپی سال 2002

26

65

90

Eurocurrency interest rates , Rational expectations , Unit roots , Structural breaks , Perron test , Cointegration tests , AugmentedDickey Fuller test

Economic Modelling

2002

Economic Modelling

227516