Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations

K. Hao

No 3/96, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: This paper compares and generalizes some testing procedures for structural change in the context of cointegrated regression models.

Keywords: COINTEGRATION; TESTS (search for similar items in EconPapers)
JEL-codes: C22 C52 (search for similar items in EconPapers)
Pages: 28 pages
Date: 1996
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Citations: View citations in EconPapers (32)

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