Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
| Year of publication: |
2002
|
|---|---|
| Authors: | Brooks, Chris ; Rew, Alistair G. |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 19.2002, 1, p. 65-90
|
| Publisher: |
Elsevier |