Johansen, Soren Et al <br/><br/>
Cointegration analysis in the presence of structural breaks in the deterministic trend 
 J5054  2000 

 -  2000 
 - 216-249  V.  03  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Break points;Cointegration;Common trend;Deterministic trend;Piecewise linear trend;Stochastic trend;Structural breaks;Vector autoregressive model;