Detrending procedures and cointegration testing: ECM tests under structural breaks
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Cited by:
- Aparicio, Felipe M. & García, Ana, 2003.
"Range unit root tests,"
DES - Working Papers. Statistics and Econometrics. WS
ws031126, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Aparicio, Felipe M. & García, Ana, 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Miguel Arranz & Alvaro Escribano, 2004.
"Outliers - robust ECM cointegration tests based on the trend components,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(4), pages 243-266, December.
- Arranz, Miguel A., 2000. "Outliers robust ECM cointegration test based on the trend components," DES - Working Papers. Statistics and Econometrics. WS 10142, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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