Add to ORKGWe propose a test that examines the null of cointegration while allowing for a structural break in the level and trend. Separate test statistics are developed for the case where the break point is known a priori and where it is not. © Elsevier Science B.V
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...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
[eng]We propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration al...
In this paper we propose residual-based tests for the null hypothesis of cointegration with a struct...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
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...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
[eng]We propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration al...
In this paper we propose residual-based tests for the null hypothesis of cointegration with a struct...
This paper proposes four simple tests for the null hypothesis of no cointegration in the presence of...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that al...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
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...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...