Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.

This paper compares and generalizes some testing procedures for structural change in the context of cointegrated regression models.

Year of publication:	1996
Authors:	Hao, K.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	COINTEGRATION \| TESTS

Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 3/96 28 pages
Classification:	C22 - Time-Series Models ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005087594