Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test |
scientific article |
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Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (English)
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6 March 2008
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tables
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bootstrap
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structural breaks
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cointegration testing
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extended error correction model
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