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

Johansen, Soren; Mosconi, Rocco; Nielsen, Bent

doi:10.1111/1368-423X.00047

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

Author(s): Soren Johansen , Rocco Mosconi , Bent Nielsen

Publication date Created: December 2000

Publication date (Print): December 2000

Journal: The Econometrics Journal

Publisher: Wiley-Blackwell

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Title: The Econometrics Journal

Abbreviated Title: Econometrics Journal

Publisher: Wiley-Blackwell

ISSN (Print): 1368-4221

ISSN (Electronic): 1368-423X

Publication date Created: December 2000

Publication date (Print): December 2000

Volume: 3

Issue: 2

Pages: 216-249

Article

DOI: 10.1111/1368-423X.00047

SO-VID: 64e767ec-d2f9-4283-87fd-4a38916e69d8

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http://doi.wiley.com/10.1002/tdm_license_1.1

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

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