Title:

The FMLS-Based CUSUM Statistic for Testing the Null of Smooth Time-Varying Cointegration in the Presence of a Structural Break

Author:

David Neto (U Genéve)

Journal:

Economics Letters

Year:

2014

Volume:

125

Number:

2

Pages:

208-211

JEL code:

C12 - Hypothesis Testing

DOI:

10.1016/j.econlet.2014.09.009