Presentations at an Academic or Professional conference
In the first seminar, unit root autoregressive time series and unit root tests were presented with extension for a unit root allowing the possibility of a one-time structural change in the trend function. In the second seminar, cointegration tests are presented, including structural breaks.
INDJEHAGOPIAN, J.P. (2000). Co-intégration en finance – Partie I : Intégration , Partie II : Cointégration.