Jan 06 2010 Jamel JOUINI and Mohamed Boutahar   The finite-sample properties of bootstrap tests in multiple structural change models   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 13 2009 Takamitsu Kurita   A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2003 David O. Cushman   Further evidence on the size and power of the Bierens and Johansen cointegration procedures   Abstract  Contact Information  Citation  Full Text  -  Note