Testing for common breaks in a multiple equations system
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Publication:1745616
DOI10.1016/j.jeconom.2018.01.003zbMath1387.62075arXiv1606.00092OpenAlexW2963150802MaRDI QIDQ1745616
Publication date: 18 April 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.00092
Related Items (4)
Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions ⋮ Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures ⋮ Variable selection in panel models with breaks ⋮ Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
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