Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple structural breaks in cointegrating regressions: a model selection approach |
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Multiple structural breaks in cointegrating regressions: a model selection approach (English)
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27 April 2023
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adaptive lasso
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cointegration
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penalized estimation
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purchasing power parity
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structural breaks
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