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Testing for co-non-linearity
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Identifying structural breaks in cointegrated vector autoregressive models
Hungnes, Håvard
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 551-565
Persistent link: https://www.econbiz.de/10003983883
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Identifying Structural Breaks in Cointegrated Vector Autoregressive Models
Hungnes, Håvard
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 551-566
Persistent link: https://www.econbiz.de/10008429629
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