Tests for cointegration with structural breaks based on subsamples (Q2445705)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for cointegration with structural breaks based on subsamples |
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Tests for cointegration with structural breaks based on subsamples (English)
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14 April 2014
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level shift
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regime shift
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cointegration
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Brownian motion
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