"Cointegration Testing under Structural Change: Reducing Size Distortions and Improving Power of Residual Based Tests" by Marco Morales

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Cointegration Testing under Structural Change: Reducing Size Distortions and Improving Power of Residual Based Tests

Statistical Methods & Applications (2014)

Marco Morales, Universidad Diego Portales

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Disciplines

Econometrics

Publication Date

2014

Citation Information

Marco Morales. "Cointegration Testing under Structural Change: Reducing Size Distortions and Improving Power of Residual Based Tests" Statistical Methods & Applications Vol. 23 Iss. 2 (2014)
Available at: http://works.bepress.com/marco_morales/8/