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Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks Journal article
Pui Sun Tam. Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks[J]. Applied Economics Letters, 2011, 19(11), 1061-1064.
Authors:  Pui Sun Tam
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.2/1.3 | Submit date:2019/11/01
Cointegration  Structural Break  Monte Carlo  Spurious Rejection