Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model
| Year of publication: |
2000
|
|---|---|
| Authors: | Arranz, Miguel A. ; Escribano, Alvaro |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 62.2000, 1, p. 23-50
|