Article

Title:
Testing for and Dating Structural Break in Smooth Time-Varying Cointegration Parameters, with an Application to Retail Gasoline Price and Crude Oil Price Long-Run Relationship
Journal:
Empirical Economics
Year:
2015
Volume:
49
Number:
3
Pages:
909-928
JEL code:
Q3 - Nonrenewable Resources and Conservation
DOI:
10.1007/s00181-014-0907-6
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