Testing the null of cointegration in the presence of a structural break

By Alan Bartley W.   Lee J.   Strazicich M.C.  

Economics Letters, Vol. 73, Iss. 3, 2001-12 ,pp. : 315-323

Elsevier

Access to resources Recommend Favorite

Testing for the Null Hypothesis of Cointegration with a Structural Break

By Arai Yoichi  

Econometric Reviews, Vol. 26, Iss. 6, 2007-11 ,pp. : 705-739

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis

By Ho Ada K. F.   Wan Alan T. K.  

Applied Economics Letters, Vol. 9, Iss. 7, 2002-06 ,pp. : 441-447

Routledge Ltd

Access to resources Recommend Favorite

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

By Brooks C.   Rew A.G.  

Economic Modelling, Vol. 19, Iss. 1, 2002-01 ,pp. : 65-90

Elsevier

Access to resources Recommend Favorite

Spurious rejection of the stationarity hypothesis in the presence of a break point

By Badillo Rosa   Belaire-Franch Jorge   Contreras Dulce  

Applied Economics, Vol. 34, Iss. 15, 2002-10 ,pp. : 1917-1923

Routledge Ltd

Access to resources Recommend Favorite