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. - Department of Economics, ISSN 0305-9049. - Vol. 62.2000, 1, p. 23-52
|
| Publisher: |
Department of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005186675