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, 2010) as well as on cointegration tests developed in Arai and Kurozumi (2007) and Kejriwal (2008). Overall, the results of …
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the ARDL procedure with structural breaks and the Bayer-Hanck joint cointegration approach to examine the validity of the …
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instability tests recently proposed in Kejriwal and Perron (2008, 2010) as well as the cointegration tests developed in Arai and … Kurozumi (2007) and Kejriwal (2008). The results obtained are consistent with the existence of linear cointegration between the …
Persistent link: https://www.econbiz.de/10011048276
instability tests recently proposed in Kejriwal and Perron (2010) as well as the cointegration test in Arai and Kurozumi (2007 …) and Kejriwal (2008) developed to allow for multiple breaks under the null hypothesis of cointegration. …
Persistent link: https://www.econbiz.de/10008727203
instability tests recently proposed in Kejriwal and Perron (2009) as well as the cointegration test in Arai and Kurozumi (2007 …) and Kejriwal (2008) developed to allow for multiple breaks under the null hypothesis of cointegration. …
Persistent link: https://www.econbiz.de/10010616551
countries and 20 periods by implementing individual and panel tests for both unit roots and cointegration. An error correction …
Persistent link: https://www.econbiz.de/10014214182
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