Testing for the Null Hypothesis of Cointegration with a Structural Break

By Y. Arai, Eiji Kurozumi. 2007

115 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c55772f6ad2dd2529e870bd307789bb235251e23

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In Economics and Econometrics

  1. Muhammad Shahbaz
  2. Duc Khuong Nguyen
  3. Syed Ali Raza
  4. V. Esteve
  5. Cecilio Tamarit
  6. Ilhan Ozturk
  7. Avik Sinha
  8. Perry Sadorsky

Citations in the corpus