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
David Neto
Empirical Economics,
vol. 49, 2015, p. 909-928.
The FMLS-Based CUSUM Statistic for Testing the Null of Smooth Time-Varying Cointegration in the Presence of a Structural Break
David Neto
Economics Letters,
vol. 125, 2014, p. 208-211.