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Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle

Year of publication:
2007-11
Authors: Kejriwal, Mohitosh ; Perron, Pierre
Institutions: Department of Economics, Boston University
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Series:
Boston University - Department of Economics - Working Papers Series.
Type of publication: Book / Working Paper
Notes:
Number WP2006-057
Classification: C22 - Time-Series Models
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10004972920
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