Cointegration tests in the presence of structural breaks

Julia Campos, Neil R. Ericsson, and David F. Hendry

Year of publication:	1993
Authors:	Campos, Julia ; Ericsson, Neil R. ; Hendry, David F.
Institutions:	Federal Reserve System / Board of Governors (contributor)
Publisher:	Washington, DC : Board of Governors of the Federal Reserve System
Subject:	Strukturbruch \| Structural break \| Zeitreihenanalyse \| Time series analysis \| Kointegration \| Cointegration \| Schätztheorie \| Estimation theory \| Einheitswurzeltest \| Unit root test

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