Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model
Year of publication: |
2000
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Authors: | Arranz, Miguel A. ; Escribano, Alvaro |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 62.2000, 1, p. 23-50
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