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

Author:

David Neto (U Genéve)

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