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Testing for multiple structural changes in cointegrated regression models
Kejriwal, Mohitosh
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Perron, Pierre
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2008
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Rev. November 20, 2008
Persistent link: https://www.econbiz.de/10003819885
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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh
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Perron, Pierre
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2009
Persistent link: https://www.econbiz.de/10003819886
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
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Perron, Pierre
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Zhou, Jing
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2009
Persistent link: https://www.econbiz.de/10003887089
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