Outliers - Robust ECM cointegration tests based on the trend components

Spanish Economic Review

Volumn 6, Issue 4, 2004, Pages 243-266

  Arranz, Miguel A ^a   Escribano, Alvaro ^b  

^a EUIT Aeronautica   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Cointegration testing; Outliers; Transitory co breaks; Trend component error correction models

Indexed keywords

EID: 11144273166     PISSN: 14355469     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10108-004-0089-z     Document Type: Article

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