Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752)

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Testing the Null of Co-integration in the Presence of Variance Breaks
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    Testing the Null of Co-integration in the Presence of Variance Breaks (English)
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    29 May 2007
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    fixed repressors bootstrap
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    vector-valued time series
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    asymptotic distribution
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