Monte Carlo tests of cointegration with structural breaks (Q2776857): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo tests of cointegration with structural breaks |
scientific article |
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Monte Carlo tests of cointegration with structural breaks (English)
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9 June 2003
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power
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size
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cointegration tests
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regime shifts
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