A note on spurious break and regime shift in cointegrating relationship

Bibliographic Details
Main Author:	Bai, Jushan
Format:	Working Paper
Published:	Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology 2011
Online Access:	http://hdl.handle.net/1721.1/63971

Internet

http://hdl.handle.net/1721.1/63971