A note on spurious break and regime shift in cointegrating relationship
By: Jushan Bai
Series: Working paper / Dept. of Economics -- no. 96-13; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 96-13.
Publisher: Dept. of Economics, Massachusetts Institute of Technology
Published: 1996
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 12
Notes: Includes bibliographical references (p. 12).

Supported by the National Science Foundation. SBR-9414083