Título:

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

Autor:

David Neto (U Genéve)

Revista:

Empirical Economics

Ano:

2015

Volume:

49

Número:

3

Páginas:

909-928

Código JEL:

Q3 - Nonrenewable Resources and Conservation

DOI:

10.1007/s00181-014-0907-6