Cointegration analysis in the presence of structural breaks in the deterministic trend
Year of publication: |
2000-01-01
|
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Authors: | Nielsen, Bent ; Johansen, Soren ; Mosconi, Rocco |
Institutions: | Department of Economics, Oxford University |
Subject: | Break points | Cointegration | Common trend | Deterministic trend | Piecewise linear trend | Stochastic trend | Structural breaks | Vector autoregressive model |
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