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~institution:"Banca d'Italia"
~institution:"Department of Economics, Oxford University"
~institution:"Deutsche Bundesbank"
~institution:"Institut für Weltwirtschaft (IfW)"
~institution:"Instituto Valenciano de Investigaciones Económicas (IVIE)"
~isPartOf:"Temi di discussione (Economic working papers)"
~language:"eng"
~subject:"cointegrated VAR"
~subject:"cointegration"
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Department of Economics, Oxford University
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Testing for Stochastic Trends in Series with Structural Breaks
Busetti, Fabio
-
Banca d'Italia
-
2000
under a
general
specification of the deterministic component, which allows for structural breaks as a particular case …
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