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Search: subject:"Common Deterministic Shifts"
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Co-breaking
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Common Deterministic Shifts
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Markov Switching
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Reduced Rank Regression
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Krolzig, Hans-Martin
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Department of Economics, Oxford University
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Testing for Cobreaking and Super exogeneity in the Presence of Deterministic Shifts
Krolzig, Hans-Martin
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Department of Economics, Oxford University
-
2000
We introduce a reduced rank technique for testing for
common
deterministic
shifts
. The reduced rank approach is …
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