Cointegration testing under structural change: reducing size distortions and improving power of residual based tests

✍ Scribed by Morales, Marco

• Book ID: 121560640
• Publisher: Springer
• Year: 2014
• Tongue: English
• Weight: 238 KB
• Volume: 23
• Category: Article
• ISSN: 1613-981X
• DOI: 10.1007/s10260-014-0253-z