New Improved Tests for Cointegration with Structural Breaks (Q3505315): Difference between revisions

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Revision as of 20:04, 19 March 2024

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New Improved Tests for Cointegration with Structural Breaks
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    New Improved Tests for Cointegration with Structural Breaks (English)
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    18 June 2008
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    tests for cointegration
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    Lagrange multiplier principle
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