"Tests for cointegration with structural breaks based on subsamples."

James Davidson, Andrea Monticini (2010)

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DOI: 10.1016/J.CSDA.2010.01.028

access: closed

type: Journal Article

metadata version: 2020-02-18

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James Davidson, Andrea Monticini:
Tests for cointegration with structural breaks based on subsamples. Comput. Stat. Data Anal. 54(11): 2498-2511 (2010)

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