A note on spurious break and regime shift in cointegrating relationship

Name

noteonspuriousbr00baij.pdf

Size

788 KB

Format

Adobe PDF

Checksum (MD5)

00ed59bdf80e3ee5a8d8b8676aa794af

Author(s)

Bai, Jushan

Date Issued

1996

Publisher

Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 96-13

Persistent DSpace Link