Dickey-Fuller cointegration tests in the presence of regime shifts at known time

Uwe Hassler

Publications of Darmstadt Technical University, Institute for Business Studies (BWL) from Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Date: 2002
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Published in Allgemeines statistisches Archiv. AStA (2002) : pp. 263-276

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