Cointegration analysis in the presence of structural breaks in the deterministic trend - Publications from the Department

Department of Mathematical Sciences

Cointegration analysis in the presence of structural breaks in the deterministic trend

Research output: Contribution to journal › Journal article › Research › peer-review

Johansen, Søren
Bent Nielsen
Rocco Mosconi

Original language	English
Journal	Econometrics Journal
Volume	3
Issue number	2
Pages (from-to)	216-249
Number of pages	34
ISSN	1368-4221
DOIs	https://doi.org/10.1111/1368-423X.00047
Publication status	Published - 2000

ID: 9968907