Presentations at an Academic or Professional conference
Year
1999
Abstract
This paper is a survey for new tests for unit root and cointegration which allow for the possibility of regime shifts. We used these tests to study the German and French heating oil market.
INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1999). Tests de cointégration avec rupture : application à l’analyse de la formation des cours mondiaux des produits énergétiques.