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

Author： Alan Bartley W. Lee J. Strazicich M.C.

Publisher： Elsevier

ISSN： 0165-1765

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

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 the null of stationarity in the presence of a structural break

By Lee Junsoo Strazicich Mark

Applied Economics Letters, Vol. 8, Iss. 6, 2001-06 ,pp. : 377-382

Routledge Ltd

Access to resources Recommend Favorite

Testing the efficiency of the futures market for crude oil in the presence of a structural break

Applied Economics, Vol. 46, Iss. 33, 2014-11 ,pp. : 4053-4059

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

Testing for multivariate cointegration in the presence of structural breaks: p-values and critical values

By Giles David E. Godwin Ryan T.

Applied Economics Letters, Vol. 19, Iss. 16, 2012-11 ,pp. : 1561-1565

Routledge Ltd

Access to resources Recommend Favorite