A simple method of testing for cointegration subject to multiple regime changes
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Publication:1607269
DOI10.1016/S0165-1765(02)00038-1zbMath1031.91093OpenAlexW2005310621MaRDI QIDQ1607269
Vasco J. Gabriel, Zacharias Psaradakis, Martin Sola
Publication date: 31 July 2002
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00038-1
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- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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