Testing for fractional cointegration in subsamples by allowing for structural breaks (Q6880890)
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scientific article; zbMATH DE number 8139423
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| English | Testing for fractional cointegration in subsamples by allowing for structural breaks |
scientific article; zbMATH DE number 8139423 |
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Testing for fractional cointegration in subsamples by allowing for structural breaks (English)
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18 December 2025
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fractional cointegration
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long memory
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Monte Carlo
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persistence breaks
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structural breaks
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subsample analysis
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