Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Year of publication: |
2012
|
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Authors: | Giles, David E. A. ; Godwin, Ryan T. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 16/18, p. 1561-1565
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Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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