New Improved Tests for Cointegration with Structural Breaks
(2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387261
- author
- Westerlund, Joakim LU and Edgerton, David LU
- organization
- publishing date
- 2006
- 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}}, }