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Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

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Brooks, C. and Rew, A. (2002) Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates. Economic Modelling, 19 (1). pp. 65-90. ISSN 0264-9993

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To link to this article DOI: 10.1016/S0264-9993(00)00061-4


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:24163
Publisher:Elsevier
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