Open AccessCointegration Tests in the Presence of Structural Breaks
Author(s) -
David F. Hendry,
Julia Campos,
Neil R. Ericsson
Publication year - 1993
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1993.440
Subject(s) - cointegration , unit root , monte carlo method , econometrics , structural break , series (stratigraphy) , stationary process , mathematics , augmented dickey–fuller test , statistics , paleontology , biology
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