This review discusses methods of testing for a cointegration in a time series in the presence of structural breaks. The review covers a large number of recently developed testing methods based on both one equation and multiple equation frameworks. In addition, various methods for estimating the dating of break dates and constructing of their confidence intervals are presented. In addition, nonlinear cointegration methods with regime swithings are considered
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 article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
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 a struct...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
The empirical literature making use of unit root and cointegration tests has been growing over the l...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
In this paper we propose a method for testing the hypothesis of cointegration in pairs of univariate...
In this paper we propose a method for testing the hypothesis of cointegration in pairs of univariate...
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...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
This review discusses methods of testing for a cointegration in a time series in the presence of str...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
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 a struct...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
The empirical literature making use of unit root and cointegration tests has been growing over the l...
We develop some tests for characterizing the cointegration space of a cointegrated vector autoregres...
In this paper we propose a method for testing the hypothesis of cointegration in pairs of univariate...
In this paper we propose a method for testing the hypothesis of cointegration in pairs of univariate...
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...
This article proposes Lagrange multiplier-based tests for the null hypothesis of no cointegration. T...
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