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Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya, (1996)
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E., (2001)
On the validity and identification of long run restrictions for a cointegrated system
Lau, Sau-Him Paul, (1995)
Unit roots and cointegration in endogenous growth models : results and interpretations
Lau, Sau-Him Paul, (1994)
Testing the long run effect of investment on output in the presence of cointegration
Lau, Sau-Him Paul, (1996)