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~source:"repec"
~isPartOf:"Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva"
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Testing the "Inaction Corridor" in a Three-Regime TVECM
Krishnakumar, Jaya
;
Neto, David
-
Institut d'Economie et Econométrie, Université de Genève
-
2009
error correction model (TVECM). For this purpose we propose a supremum
Wald
statistic
, derive its limiting distribution and …
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