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subject:"Structural break"
~isPartOf:"CEA_372Cass working paper series"
~subject:"Bootstrap approach"
~subject:"Capital income"
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Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Bergamelli, Michele
;
Urga, Giovanni
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2014
Persistent link: https://www.econbiz.de/10010440746
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2
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381370
Saved in:
3
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
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2011
Persistent link: https://www.econbiz.de/10009381375
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