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

Søren Johansen, Bent Nielsen, Rocco Mosconi

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@article{587915d0ed2b11ddbf70000ea68e967b,

title = "Cointegration analysis in the presence of structural breaks in the deterministic trend",

author = "S{\o}ren Johansen and Bent Nielsen and Rocco Mosconi",

year = "2000",

doi = "10.1111/1368-423X.00047",

language = "English",

volume = "3",

pages = "216--249",

journal = "Econometrics Journal",

issn = "1368-4221",

publisher = "Wiley",

number = "2",

}