Testing for structural breaks in cointegrated relationships
| Year of publication: |
1996
|
|---|---|
| Authors: | Gregory, Allan W. ; Nason, James M. ; Watt, David G. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 71.1996, 1-2, p. 321-342
|