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Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of econometrics 176 (2013) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10010131792
Cover Image
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 176 (2013) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - In: Journal of econometrics 129 (2005) 1/2, pp. 263-298
Persistent link: https://www.econbiz.de/10003172781