{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,2]],"date-time":"2026-10-02T03:35:22Z","timestamp":1790912122042,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[1998,4,1]],"date-time":"1998-04-01T00:00:00Z","timestamp":891388800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,4]]},"abstract":"<jats:p>\n                    This paper considers tests for structural change \nof the cointegrating vector and the adjustment vector in \nthe error correction model with an unknown change point. \nThis paper derives new tests for structural change, which \nare applicable to maximum likelihood estimation. Our tests \nfor structural change of the cointegrating vector have \nthe same nonstandard asymptotic distributions that have \nbeen found by Hansen (1992a,\n                    <jats:italic>Journal of Business and \nEconomic Statistics<\/jats:italic>\n                    10, 321\u2013335). In contrast, \nthe tests on the adjustment vector have the same asymptotic \ndistributions that have been found by Andrews and Ploberger \n(1994,\n                    <jats:italic>Econometrica<\/jats:italic>\n                    62, 1383\u20131414) for models \nwith stationary variables. Asymptotic critical values are \nprovided.\n                  <\/jats:p>","DOI":"10.1017\/s0266466698142044","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"222-259","source":"Crossref","is-referenced-by-count":94,"title":["TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS"],"prefix":"10.1017","volume":"14","author":[{"given":"Byeongseon","family":"Seo","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698142044","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,29]],"date-time":"2019-03-29T15:38:14Z","timestamp":1553873894000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698142044\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1998,4]]}},"alternative-id":["S0266466698142044"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698142044","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,4]]}}}