Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

New Improved Tests for Cointegration with Structural Breaks

Westerlund, Joakim LU and Edgerton, David LU (2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Working paper/Preprint
publication status
published
subject
keywords
Cointegration Test, Lagrange Multiplier Principle, Structural Break, Deterministic Trend
in
Working Papers, Department of Economics, Lund University
issue
3
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
bcb6dab7-e4cc-4443-8e6c-91e5a802fd98 (old id 1387261)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2006_003.htm
date added to LUP
2016-04-04 11:00:34
date last changed
2018-11-21 21:02:07
@misc{bcb6dab7-e4cc-4443-8e6c-91e5a802fd98,
  author       = {{Westerlund, Joakim and Edgerton, David}},
  keywords     = {{Cointegration Test; Lagrange Multiplier Principle; Structural Break; Deterministic Trend}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{3}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers, Department of Economics, Lund University}},
  title        = {{New Improved Tests for Cointegration with Structural Breaks}},
  url          = {{http://swopec.hhs.se/lunewp/abs/lunewp2006_003.htm}},
  year         = {{2006}},
}