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== Abstract ==
<p>This review discusses methods of testing for a cointegration in a time series in the<br>
presence of structural breaks. The review covers a large number of recently developed<br>
testing methods based on both one equation and multiple equation frameworks. In addition,<br>
various methods for estimating the dating of break dates and constructing of their confidence<br>
intervals are presented. In addition, nonlinear cointegration methods with regime swithings<br>
are considered</p>
== Full document ==
<pdf>Media:Draft_Семенов_368240627-9929-document.pdf</pdf>
Return to Skrobotov Семенов 2023a.
Published on 30/03/23
Submitted on 22/03/23
Licence: CC BY-NC-SA license
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