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Joakim Westerlund. Photo.

Joakim Westerlund

Professor, Programme director – Master of Data Analytics and Business Economics

Joakim Westerlund. Photo.

New Improved Tests for Cointegration with Structural Breaks

Author

  • Joakim Westerlund
  • David Edgerton

Department/s

  • Department of Economics

Publishing year

2006

Language

English

Publication/Series

Working Papers, Department of Economics, Lund University

Issue

3

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • Cointegration Test
  • Lagrange Multiplier Principle
  • Structural Break
  • Deterministic Trend

Status

Published