Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration with threshold adjustment in the presence of structural breaks |
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Testing for cointegration with threshold adjustment in the presence of structural breaks (English)
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17 April 2023
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cointegration
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MTAR
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SETAR
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structural change
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threshold autoregression
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