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- W1533387764 abstract "When analysing macroeconomic data it is often of relevance to allow for structural breaks in the statistical analysis. In particular, cointegration analysis in the presence of structural breaks could be of interest. We propose a cointegration model with piecewise linear trend and known break points. Within this model it is possible to test cointegration rank, restrictions on the cointegrating vector as well as restrictions on the slopes of the broken linear trend." @default.
- W1533387764 created "2016-06-24" @default.
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- W1533387764 date "2000-08-01" @default.
- W1533387764 modified "2023-09-24" @default.
- W1533387764 title "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend" @default.
- W1533387764 hasPublicationYear "2000" @default.
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