Testing for Multiple Structural Changes in Cointegrated Regression Models

Mohitosh Kejriwal and Pierre Perron

Journal of Business & Economic Statistics, 2010, vol. 28, issue 4, 503-522

Date: 2010
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Related works:
Working Paper: Testing for Multiple Structural Changes in Cointegrated Regression Models (2008)
Working Paper: Testing for Multiple Structural Changes in Cointegrated Regression Models (2008)
Working Paper: Testing for Multiple Structural Changes in Cointegrated Regression Models (2006)
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