Efficient Estimation and Inference in Cointegrating Regressions with Structural Change

Eiji Kurozumi (), 英司 黒住, Yoichi Arai and 洋一 荒井

No 2004-09, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 28 pages
Date: 2005-01
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Citations: View citations in EconPapers (3)

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Journal Article: Efficient estimation and inference in cointegrating regressions with structural change (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2004-09

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