Tests for cointegration with two unknown regime shifts with an application to financial market integration
Year of publication: |
2008
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Authors: | Hatemi-J, Abdulnasser |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 35.2008, 3, p. 497-505
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Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Marktintegration | Market integration | Finanzmarkt | Financial market | Theorie | Theory |
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