Testing for the null hypothesis of cointegration with a structural break

Econometric Reviews

Volumn 26, Issue 6, 2007, Pages 705-739

  Arai, Yoichi ^a   Kurozumi, Eiji ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Cointegration; Integrated time series; No cointegration; Structural break

Indexed keywords

EID: 36949020338     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701653776     Document Type: Article

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