Add to ORKGWhen analysing macroeconomic data it is often of relevance to allow for structural breaks in the statistical analysis. In particular, cointegration analysis in the presence of structural breaks could be of interest. We propose a cointegration model with piecewise linear trend and known break points. Within this model it is possible to test cointegration rank, restrictions on the cointegrating vector as well as restrictions on the slopes of the broken linear trend
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
When analysing macroeconomic data it is often of relevance to allow for structural breaks in the sta...
When analysing macroeconomic data it is often of relevance to allow for structural breaks in the sta...
The empirical literature making use of unit root and cointegration tests has been growing over the l...
Applied cointegration analysis has much to gain from strong links with economic theory. For example,...
Applied cointegration analysis has much to gain from strong links with economic theory. For example,...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
When analysing macroeconomic data it is often of relevance to allow for structural breaks in the sta...
When analysing macroeconomic data it is often of relevance to allow for structural breaks in the sta...
The empirical literature making use of unit root and cointegration tests has been growing over the l...
Applied cointegration analysis has much to gain from strong links with economic theory. For example,...
Applied cointegration analysis has much to gain from strong links with economic theory. For example,...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...