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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
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:25
date last changed
2016-09-30 14:07:27
@misc{bcb6dab7-e4cc-4443-8e6c-91e5a802fd98,
  author       = {Westerlund, Joakim and Edgerton, David},
  keyword      = {Cointegration Test,Lagrange Multiplier Principle,Structural Break,Deterministic Trend},
  language     = {eng},
  number       = {3},
  publisher    = {ARRAY(0xaa8b6b0)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {New Improved Tests for Cointegration with Structural Breaks},
  year         = {2006},
}