Author： Cook Steven
Publisher： Routledge Ltd
ISSN： 1466-4291
Source： Applied Economics Letters, Vol.11, Iss.14, 2004-11, pp. : 879-884
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Spurious rejections by cointegration tests induced by structural breaks
By Leybourne Stephen J. Newbold Paul
Applied Economics, Vol. 35, Iss. 9, 2003-01 ,pp. :
Access to resources
Recommend
Spurious rejection using Dickey–Fuller tests
By Cook Steven
Applied Economics Letters, Vol. 9, Iss. 9, 2002-07 ,pp. :
Simple tests for cointegration in panels with structural breaks
By Gutierrez L.
Applied Economics Letters, Vol. 17, Iss. 2, 2010-02 ,pp. :